-20.9%
RMD vs CNI
+12.6%
-33.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | -3.1% | -2.7% | -0.4% | -2.1% |
| 3M | +13.8% | +3.9% | +9.9% | +12.0% |
| 6M | -8.6% | +16.4% | -24.9% | -14.2% |
| YTD | -8.6% | +25.8% | -34.4% | -17.3% |
| 1Y | -19.7% | +32.4% | -52.1% | -29.0% |
| 3Y | +48.4% | +19.1% | +29.3% | +34.5% |
| All | -20.9% | +12.6% | -33.6% | -26.6% |
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