-15.2%
RDW vs CNI
+34.7%
-49.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -1.9% | -17.9% | -19.0% |
| 7D | -32.4% | +2.0% | -34.4% | -32.7% |
| 30D | -41.7% | +6.8% | -48.5% | -43.1% |
| 3M | -42.3% | -0.3% | -42.0% | -42.0% |
| 6M | -28.8% | +16.3% | -45.0% | -35.8% |
| YTD | -18.6% | +30.2% | -48.7% | -36.3% |
| 1Y | -15.2% | +34.0% | -49.2% | -37.7% |
| All | -15.2% | +34.7% | -49.9% | -37.7% |
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