+13.2%
CNI vs RRC
+149.1%
-135.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | +0.9% | -1.7% | +2.6% | +1.1% |
| 30D | -2.1% | +3.6% | -5.7% | -2.6% |
| 3M | +1.8% | +8.8% | -7.0% | +0.6% |
| 6M | +14.8% | +0.8% | +14.0% | +14.2% |
| YTD | +25.4% | +19.0% | +6.4% | +21.9% |
| 1Y | +32.9% | +22.9% | +10.0% | +28.4% |
| 3Y | +20.2% | +32.3% | -12.1% | +13.1% |
| All | +13.2% | +149.1% | -135.9% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling