+319.7%
RL vs CNI
+140.9%
+178.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +2.6% | +2.5% | +0.1% | +0.9% |
| 30D | +2.9% | +6.1% | -3.2% | -1.1% |
| 3M | 0.0% | +0.1% | -0.1% | -0.1% |
| 6M | +17.1% | +14.9% | +2.2% | +5.5% |
| YTD | +10.1% | +30.9% | -20.8% | -10.5% |
| 1Y | +17.3% | +33.9% | -16.6% | -6.3% |
| 3Y | +249.3% | +20.2% | +229.1% | +195.1% |
| 5Y | +240.9% | +8.2% | +232.7% | +208.9% |
| All | +319.7% | +140.9% | +178.7% | +115.0% |
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