+37.0%
CNI vs RVTY
+74.0%
-37.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.4% |
| 7D | +3.7% | -3.6% | +7.3% | +4.2% |
| 30D | +8.1% | +1.4% | +6.7% | +7.8% |
| 3M | +1.9% | +43.2% | -41.3% | -3.5% |
| 6M | +19.2% | +84.5% | -65.3% | +8.6% |
| YTD | +32.7% | +65.2% | -32.5% | +21.5% |
| 1Y | +37.0% | +74.3% | -37.3% | +24.2% |
| All | +37.0% | +74.0% | -37.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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