-69.7%
RAM vs CNI
+12.3%
-82.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.1% | -12.4% | -8.5% |
| 7D | -31.3% | +3.7% | -35.0% | -29.0% |
| 30D | -49.4% | +8.1% | -57.5% | -46.4% |
| 3M | -41.4% | +1.9% | -43.2% | -38.4% |
| All | -69.7% | +12.3% | -82.0% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · Available span rolling