+20.2%
CNI vs RVTY
+85.4%
-65.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +6.1% | +1.5% | +4.6% | +5.6% |
| 3M | +0.1% | +31.5% | -31.3% | -5.8% |
| 6M | +14.9% | +62.7% | -47.7% | +3.1% |
| YTD | +30.9% | +60.0% | -29.1% | +16.7% |
| 1Y | +33.9% | +65.7% | -31.8% | +18.2% |
| 3Y | +20.2% | +85.2% | -65.0% | -0.1% |
| All | +20.2% | +85.4% | -65.2% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling