+99.6%
PSX vs CNI
+29.8%
+69.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +4.5% | -2.1% | +6.6% | +4.5% |
| 30D | +26.6% | -3.3% | +29.9% | +26.6% |
| 3M | +39.3% | +3.8% | +35.5% | +39.1% |
| 6M | +56.8% | +12.7% | +44.1% | +57.7% |
| YTD | +101.8% | +26.3% | +75.5% | +96.8% |
| 1Y | +99.6% | +29.9% | +69.7% | +93.6% |
| All | +99.6% | +29.8% | +69.8% | +93.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling