+1,395.2%
RL vs CNI
+6,040.9%
-4,645.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +1.9% |
| 7D | -0.8% | -2.1% | +1.3% | +0.4% |
| 30D | -7.8% | -3.3% | -4.5% | -6.1% |
| 3M | -4.0% | +3.8% | -7.8% | -6.4% |
| 6M | -1.9% | +12.7% | -14.6% | -8.9% |
| YTD | -0.2% | +26.3% | -26.4% | -13.5% |
| 1Y | +10.7% | +29.9% | -19.2% | -5.9% |
| 3Y | +210.8% | +15.9% | +194.8% | +178.4% |
| 5Y | +238.2% | +6.9% | +231.3% | +216.9% |
| 10Y | +313.4% | +126.8% | +186.6% | +157.4% |
| All | +1,395.2% | +6,040.9% | -4,645.7% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling