+8.8%
CNI vs RVTY
-15.1%
+23.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +6.1% | +1.5% | +4.6% | +5.5% |
| 3M | +0.1% | +31.5% | -31.3% | -6.7% |
| 6M | +14.9% | +62.7% | -47.7% | +1.3% |
| YTD | +30.9% | +60.0% | -29.1% | +14.8% |
| 1Y | +33.9% | +65.7% | -31.8% | +16.2% |
| 3Y | +20.2% | +85.2% | -65.0% | -1.7% |
| All | +8.8% | -15.1% | +23.9% | +7.6% |
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 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