-33.9%
PTC vs CNI
+29.8%
-63.6%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | -10.3% | -2.1% | -8.2% | -10.1% |
| 30D | +1.1% | -3.3% | +4.4% | +1.4% |
| 3M | +1.6% | +3.8% | -2.2% | +0.9% |
| 6M | -13.5% | +12.7% | -26.1% | -14.9% |
| YTD | -19.1% | +26.3% | -45.3% | -23.2% |
| 1Y | -33.9% | +29.9% | -63.8% | -38.6% |
| All | -33.9% | +29.8% | -63.6% | -38.6% |
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