+18.7%
CNI vs RVTY
+16.6%
+2.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | +0.9% | -5.4% | +6.3% | +2.0% |
| 30D | -2.1% | +6.7% | -8.9% | -3.4% |
| 3M | +1.8% | +19.0% | -17.2% | -1.9% |
| 6M | +14.8% | +34.6% | -19.8% | +7.4% |
| YTD | +25.4% | +28.3% | -2.9% | +17.9% |
| 1Y | +32.9% | +46.0% | -13.1% | +21.1% |
| All | +18.7% | +16.6% | +2.1% | +15.6% |
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