+2,931.2%
RIO vs CNI
+6,494.7%
-3,563.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.4% |
| 7D | +1.0% | +0.9% | +0.1% | +0.3% |
| 30D | +4.0% | -2.1% | +6.1% | +5.5% |
| 3M | +4.5% | +1.8% | +2.7% | +2.6% |
| 6M | +17.3% | +14.8% | +2.5% | +5.5% |
| YTD | +36.2% | +25.4% | +10.8% | +14.4% |
| 1Y | +76.1% | +32.9% | +43.2% | +41.4% |
| 3Y | +102.5% | +20.2% | +82.4% | +70.9% |
| 5Y | +103.5% | +12.2% | +91.4% | +75.8% |
| 10Y | +619.2% | +136.0% | +483.2% | +247.0% |
| All | +2,931.2% | +6,494.7% | -3,563.5% | +297.3% |
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 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