+29.9%
CNI vs RVTY
+57.1%
-27.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | -3.3% | +13.2% | -16.5% | -5.1% |
| 3M | +3.8% | +27.2% | -23.4% | -0.1% |
| 6M | +12.7% | +32.4% | -19.7% | +6.7% |
| YTD | +26.3% | +34.9% | -8.6% | +18.9% |
| 1Y | +29.9% | +52.4% | -22.5% | +18.7% |
| All | +29.9% | +57.1% | -27.2% | +18.7% |
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