+14.9%
PSA vs CNI
+12.6%
+2.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -1.8% | -0.4% | -1.5% | -1.7% |
| 30D | -8.4% | -2.7% | -5.7% | -7.4% |
| 3M | -7.8% | +3.9% | -11.8% | -9.3% |
| 6M | +0.8% | +16.4% | -15.6% | -5.4% |
| YTD | +16.5% | +25.8% | -9.3% | +5.8% |
| 1Y | +4.7% | +32.4% | -27.7% | -7.0% |
| 3Y | +21.1% | +19.1% | +2.0% | +10.4% |
| All | +14.9% | +12.6% | +2.3% | +7.1% |
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 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