-10.0%
PTC vs CNI
+19.3%
-29.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.0% |
| 7D | -13.6% | +0.9% | -14.4% | -13.8% |
| 30D | -14.7% | -2.1% | -12.5% | -14.1% |
| 3M | -5.9% | +1.8% | -7.7% | -6.7% |
| 6M | -21.1% | +14.8% | -35.9% | -25.4% |
| YTD | -26.0% | +25.4% | -51.4% | -32.9% |
| 1Y | -36.8% | +32.9% | -69.8% | -44.3% |
| All | -10.0% | +19.3% | -29.4% | -18.5% |
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 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