+1,059.0%
RMBS vs CNI
+5,975.2%
-4,916.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | +3.5% | +0.9% | +2.6% | +2.9% |
| 30D | -8.6% | -2.1% | -6.5% | -7.5% |
| 3M | -40.3% | +1.8% | -42.1% | -41.3% |
| 6M | -1.0% | +14.8% | -15.8% | -9.5% |
| YTD | -4.6% | +25.4% | -30.0% | -17.5% |
| 1Y | +17.6% | +32.9% | -15.4% | -2.2% |
| 3Y | +58.6% | +20.2% | +38.5% | +41.2% |
| 5Y | +270.9% | +12.2% | +258.8% | +241.9% |
| 10Y | +569.1% | +136.0% | +433.1% | +289.8% |
| All | +1,059.0% | +5,975.2% | -4,916.2% | +21.1% |
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