+2,911.2%
RCL vs CNI
+6,494.7%
-3,583.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.2% |
| 7D | -2.2% | +0.9% | -3.1% | -2.8% |
| 30D | -15.7% | -2.1% | -13.6% | -14.3% |
| 3M | -8.0% | +1.8% | -9.8% | -9.7% |
| 6M | -10.1% | +14.8% | -24.9% | -19.6% |
| YTD | -5.9% | +25.4% | -31.3% | -21.4% |
| 1Y | -23.5% | +32.9% | -56.4% | -39.1% |
| 3Y | +174.4% | +20.2% | +154.2% | +131.9% |
| 5Y | +227.1% | +12.2% | +215.0% | +194.5% |
| 10Y | +342.5% | +136.0% | +206.5% | +138.0% |
| All | +2,911.2% | +6,494.7% | -3,583.4% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling