+301.8%
RL vs CNI
+136.1%
+165.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | -2.2% | -1.1% | -1.1% | -1.4% |
| 30D | -15.3% | -3.5% | -11.8% | -13.3% |
| 3M | -10.3% | +2.2% | -12.6% | -12.2% |
| 6M | -2.2% | +15.1% | -17.3% | -12.4% |
| YTD | -4.3% | +24.7% | -29.0% | -19.4% |
| 1Y | +8.9% | +33.4% | -24.5% | -13.0% |
| 3Y | +201.4% | +19.5% | +181.9% | +154.2% |
| 5Y | +230.6% | +12.6% | +218.0% | +189.0% |
| All | +301.8% | +136.1% | +165.8% | +129.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling