-17.7%
PSKY vs CNI
+19.7%
-37.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | +11.6% | -2.7% | +14.3% | +12.8% |
| 3M | +1.5% | +3.9% | -2.4% | -0.3% |
| 6M | +7.7% | +16.4% | -8.7% | +0.1% |
| YTD | -20.1% | +25.8% | -45.9% | -28.3% |
| 1Y | -38.3% | +32.4% | -70.7% | -46.1% |
| 3Y | -17.7% | +19.1% | -36.8% | -29.9% |
| All | -17.7% | +19.7% | -37.5% | -29.9% |
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