+133.3%
PSX vs CNI
+18.7%
+114.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +1.5% | -1.1% | +2.6% | +1.9% |
| 30D | +15.8% | -3.5% | +19.4% | +17.3% |
| 3M | +43.0% | +2.2% | +40.8% | +41.5% |
| 6M | +61.1% | +15.1% | +46.0% | +50.4% |
| YTD | +104.5% | +24.7% | +79.8% | +82.3% |
| 1Y | +102.5% | +33.4% | +69.2% | +73.3% |
| All | +133.3% | +18.7% | +114.6% | +112.2% |
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