+1,131.3%
PSX vs CNI
+309.2%
+822.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +2.8% | +2.5% | +0.3% | +1.3% |
| 30D | +27.8% | -2.5% | +30.3% | +29.6% |
| 3M | +42.0% | +2.7% | +39.3% | +39.3% |
| 6M | +58.1% | +16.9% | +41.2% | +41.1% |
| YTD | +105.0% | +26.3% | +78.7% | +73.2% |
| 1Y | +104.9% | +31.1% | +73.8% | +68.2% |
| 3Y | +134.1% | +21.1% | +113.0% | +99.2% |
| 5Y | +363.8% | +11.0% | +352.8% | +306.9% |
| 10Y | +370.1% | +128.1% | +242.0% | +150.8% |
| All | +1,131.3% | +309.2% | +822.2% | +431.9% |
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 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