-25.7%
RKT vs CNI
+39.7%
-65.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.2% |
| 7D | -1.0% | +0.9% | -1.8% | -1.5% |
| 30D | -2.4% | -2.1% | -0.3% | -0.8% |
| 3M | +1.9% | +1.8% | +0.1% | +0.3% |
| 6M | -13.9% | +14.8% | -28.7% | -22.1% |
| YTD | -30.6% | +25.4% | -56.0% | -41.0% |
| 1Y | -34.4% | +32.9% | -67.3% | -46.5% |
| 3Y | +38.2% | +20.2% | +18.0% | +21.5% |
| 5Y | -9.7% | +12.2% | -21.8% | -16.1% |
| All | -25.7% | +39.7% | -65.4% | -45.2% |
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