+8.9%
RL vs CNI
+31.9%
-23.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -2.2% | -1.1% | -1.1% | -1.9% |
| 30D | -15.3% | -3.5% | -11.8% | -14.5% |
| 3M | -10.3% | +2.2% | -12.6% | -11.3% |
| 6M | -2.2% | +15.1% | -17.3% | -7.7% |
| YTD | -4.3% | +24.7% | -29.0% | -11.9% |
| 1Y | +8.9% | +33.4% | -24.5% | -1.7% |
| All | +8.9% | +31.9% | -23.1% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling