-15.7%
RMD vs CNI
+29.8%
-45.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -5.0% | -2.1% | -2.9% | -4.4% |
| 30D | +2.2% | -3.3% | +5.5% | +3.1% |
| 3M | +17.8% | +3.8% | +14.0% | +16.6% |
| 6M | -11.3% | +12.7% | -24.0% | -14.1% |
| YTD | -4.4% | +26.3% | -30.7% | -10.0% |
| 1Y | -15.7% | +29.9% | -45.6% | -21.1% |
| All | -15.7% | +29.8% | -45.5% | -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 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