+3,729.0%
PSA vs CNI
+6,544.5%
-2,815.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -0.4% | +2.5% | -2.9% | -1.4% |
| 30D | -8.2% | -2.5% | -5.7% | -7.2% |
| 3M | -2.1% | +2.7% | -4.9% | -3.3% |
| 6M | -0.2% | +16.9% | -17.2% | -6.7% |
| YTD | +18.5% | +26.3% | -7.8% | +7.1% |
| 1Y | +6.6% | +31.1% | -24.5% | -5.3% |
| 3Y | +24.5% | +21.1% | +3.4% | +12.8% |
| 5Y | +13.6% | +11.0% | +2.6% | +5.4% |
| 10Y | +102.0% | +128.1% | -26.2% | +30.6% |
| All | +3,729.0% | +6,544.5% | -2,815.4% | +964.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling