+73.2%
PR vs CNI
+18.4%
+54.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.6% |
| 7D | -16.4% | +0.3% | -16.7% | -16.6% |
| 30D | -1.9% | +7.2% | -9.1% | -4.9% |
| 3M | +8.0% | -1.3% | +9.3% | +8.1% |
| 6M | +4.1% | +11.8% | -7.7% | -1.7% |
| YTD | +58.7% | +27.7% | +31.0% | +37.3% |
| 1Y | +75.8% | +33.5% | +42.3% | +47.7% |
| 3Y | +73.2% | +19.3% | +53.8% | +43.1% |
| All | +73.2% | +18.4% | +54.8% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling