+78.6%
PR vs CNI
+30.1%
+48.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.2% |
| 7D | -0.8% | +0.9% | -1.7% | -0.8% |
| 30D | +11.3% | -2.1% | +13.4% | +11.2% |
| 3M | +24.1% | +1.8% | +22.3% | +23.9% |
| 6M | +25.4% | +14.8% | +10.6% | +24.8% |
| YTD | +71.2% | +25.4% | +45.8% | +66.4% |
| 1Y | +78.6% | +32.9% | +45.7% | +75.3% |
| All | +78.6% | +30.1% | +48.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling