-24.5%
RCL vs CNI
+33.8%
-58.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | -15.5% | -2.7% | -12.8% | -14.1% |
| 3M | -9.7% | +3.9% | -13.6% | -12.6% |
| 6M | -8.7% | +16.4% | -25.1% | -19.7% |
| YTD | -5.8% | +25.8% | -31.6% | -21.7% |
| 1Y | -24.5% | +32.4% | -56.8% | -38.3% |
| All | -24.5% | +33.8% | -58.3% | -38.3% |
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 · 6 months rolling