+229.5%
RL vs CNI
+11.9%
+217.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.9% |
| 7D | -0.3% | +0.9% | -1.1% | -0.8% |
| 30D | -17.5% | -2.1% | -15.4% | -16.5% |
| 3M | -14.0% | +1.8% | -15.8% | -15.4% |
| 6M | -2.0% | +14.8% | -16.8% | -10.9% |
| YTD | -4.6% | +25.4% | -30.0% | -18.4% |
| 1Y | +9.5% | +32.9% | -23.4% | -10.3% |
| 3Y | +200.5% | +20.2% | +180.3% | +154.7% |
| All | +229.5% | +11.9% | +217.6% | +200.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling