+96.9%
PSX vs CNI
+37.5%
+59.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.3% |
| 7D | -5.2% | +3.7% | -8.9% | -4.9% |
| 30D | -3.7% | +8.1% | -11.8% | -3.4% |
| 3M | +26.8% | +1.9% | +24.9% | +27.2% |
| 6M | +47.3% | +19.2% | +28.1% | +49.0% |
| YTD | +105.4% | +32.7% | +72.7% | +99.8% |
| 1Y | +96.9% | +37.0% | +59.9% | +90.5% |
| All | +96.9% | +37.5% | +59.4% | +90.5% |
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 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