+6,479.7%
CNI vs RVTY
+1,737.2%
+4,742.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.6% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | -2.5% | +10.8% | -13.3% | -4.9% |
| 3M | +2.7% | +26.8% | -24.1% | -3.1% |
| 6M | +16.9% | +39.3% | -22.4% | +7.4% |
| YTD | +26.3% | +31.6% | -5.3% | +17.1% |
| 1Y | +31.1% | +47.7% | -16.6% | +17.8% |
| 3Y | +21.1% | +19.9% | +1.2% | +11.7% |
| 5Y | +11.0% | -32.3% | +43.4% | +15.4% |
| 10Y | +128.1% | +138.4% | -10.3% | +73.7% |
| All | +6,479.7% | +1,737.2% | +4,742.5% | +3,090.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling