+113.1%
PTC vs CNI
+6,541.6%
-6,428.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | -10.3% | -2.1% | -8.2% | -9.2% |
| 30D | +1.1% | -3.3% | +4.4% | +3.0% |
| 3M | +1.6% | +3.8% | -2.2% | -0.8% |
| 6M | -13.5% | +12.7% | -26.1% | -20.1% |
| YTD | -19.1% | +26.3% | -45.3% | -30.3% |
| 1Y | -33.9% | +29.9% | -63.8% | -44.1% |
| 3Y | -3.9% | +15.9% | -19.8% | -14.7% |
| 5Y | +6.0% | +6.9% | -0.9% | -2.7% |
| 10Y | +223.7% | +126.8% | +97.0% | +88.2% |
| All | +113.1% | +6,541.6% | -6,428.5% | -76.3% |
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