+91.5%
RIO vs CNI
+12.6%
+78.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | -3.2% | -0.4% | -2.8% | -3.0% |
| 30D | +0.9% | -2.7% | +3.6% | +2.3% |
| 3M | -1.4% | +3.9% | -5.4% | -3.7% |
| 6M | +10.9% | +16.4% | -5.4% | +2.1% |
| YTD | +31.2% | +25.8% | +5.4% | +15.7% |
| 1Y | +67.9% | +32.4% | +35.5% | +43.8% |
| 3Y | +88.8% | +19.1% | +69.7% | +68.3% |
| All | +91.5% | +12.6% | +78.9% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling