+201.7%
RL vs CNI
+19.3%
+182.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | -0.3% | +0.9% | -1.1% | -0.6% |
| 30D | -17.5% | -2.1% | -15.4% | -16.7% |
| 3M | -14.0% | +1.8% | -15.8% | -15.1% |
| 6M | -2.0% | +14.8% | -16.8% | -9.1% |
| YTD | -4.6% | +25.4% | -30.0% | -15.7% |
| 1Y | +9.5% | +32.9% | -23.4% | -6.5% |
| All | +201.7% | +19.3% | +182.3% | +167.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling