-11.4%
RKT vs CNI
+12.6%
-24.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.8% |
| 7D | -6.3% | -0.4% | -5.9% | -6.0% |
| 30D | -6.2% | -2.7% | -3.5% | -4.0% |
| 3M | -1.9% | +3.9% | -5.8% | -5.4% |
| 6M | -13.0% | +16.4% | -29.4% | -23.7% |
| YTD | -31.9% | +25.8% | -57.7% | -44.0% |
| 1Y | -37.6% | +32.4% | -70.0% | -51.0% |
| 3Y | +36.8% | +19.1% | +17.7% | +17.2% |
| All | -11.4% | +12.6% | -24.1% | -21.3% |
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 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