-38.9%
PSKY vs CNI
+769.7%
-808.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.6% | -4.8% |
| 7D | -6.8% | +0.9% | -7.7% | -7.4% |
| 30D | +10.2% | -2.1% | +12.4% | +12.0% |
| 3M | +0.3% | +1.8% | -1.5% | -1.6% |
| 6M | -7.8% | +14.8% | -22.6% | -18.1% |
| YTD | -23.0% | +25.4% | -48.4% | -36.5% |
| 1Y | -31.6% | +32.9% | -64.6% | -46.3% |
| 3Y | -21.3% | +20.2% | -41.5% | -35.0% |
| 5Y | -71.5% | +12.2% | -83.6% | -75.9% |
| 10Y | -75.6% | +136.0% | -211.6% | -89.7% |
| All | -38.9% | +769.7% | -808.6% | -91.4% |
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