+12.6%
CNI vs RVTY
-34.5%
+47.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | 0.0% |
| 7D | -1.1% | -7.4% | +6.3% | +0.7% |
| 30D | -3.5% | +4.5% | -8.0% | -4.6% |
| 3M | +2.2% | +19.5% | -17.3% | -2.4% |
| 6M | +15.1% | +34.1% | -19.0% | +6.1% |
| YTD | +24.7% | +25.3% | -0.6% | +16.4% |
| 1Y | +33.4% | +47.0% | -13.6% | +18.8% |
| 3Y | +19.5% | +14.1% | +5.4% | +11.0% |
| 5Y | +12.6% | -34.6% | +47.1% | +20.4% |
| All | +12.6% | -34.5% | +47.1% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling