+331.9%
RCL vs CNI
+140.9%
+191.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | -1.2% | +2.5% | -3.7% | -3.4% |
| 30D | +17.8% | +6.1% | +11.7% | +11.7% |
| 3M | +4.9% | +0.1% | +4.8% | +4.4% |
| 6M | +23.7% | +14.9% | +8.8% | +7.8% |
| YTD | +17.8% | +30.9% | -13.1% | -9.5% |
| 1Y | +28.9% | +33.9% | -5.0% | -3.2% |
| 3Y | +241.9% | +20.2% | +221.7% | +175.0% |
| 5Y | +295.4% | +8.2% | +287.2% | +253.4% |
| All | +331.9% | +140.9% | +191.0% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling