+6,476.9%
CNI vs RRC
+352.4%
+6,124.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -2.1% | +1.3% | -3.4% | -2.3% |
| 30D | -3.3% | +10.1% | -13.4% | -4.5% |
| 3M | +3.8% | +4.0% | -0.2% | +3.1% |
| 6M | +12.7% | +1.6% | +11.1% | +12.0% |
| YTD | +26.3% | +19.7% | +6.6% | +22.7% |
| 1Y | +29.9% | +21.4% | +8.5% | +25.7% |
| 3Y | +15.9% | +29.7% | -13.7% | +9.7% |
| 5Y | +6.9% | +153.9% | -146.9% | -10.5% |
| 10Y | +126.8% | +10.8% | +116.0% | +86.7% |
| All | +6,476.9% | +352.4% | +6,124.5% | +4,564.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling