+415.3%
PR vs CNI
+7.6%
+407.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +2.9% | -2.1% | +5.0% | +4.1% |
| 30D | +18.0% | -3.3% | +21.3% | +20.3% |
| 3M | +16.9% | +3.8% | +13.1% | +13.4% |
| 6M | +28.2% | +12.7% | +15.5% | +16.3% |
| YTD | +69.3% | +26.3% | +43.1% | +40.5% |
| 1Y | +69.5% | +29.9% | +39.6% | +36.9% |
| 3Y | +81.7% | +15.9% | +65.7% | +55.6% |
| All | +415.3% | +7.6% | +407.7% | +377.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling