+24,073.6%
RMD vs CNI
+6,544.5%
+17,529.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -4.5% | +2.5% | -7.0% | -5.4% |
| 30D | +4.6% | -2.5% | +7.1% | +5.6% |
| 3M | +14.8% | +2.7% | +12.1% | +13.6% |
| 6M | -12.1% | +16.9% | -29.0% | -17.5% |
| YTD | -7.5% | +26.3% | -33.8% | -15.9% |
| 1Y | -20.1% | +31.1% | -51.2% | -28.5% |
| 3Y | +53.9% | +21.1% | +32.8% | +40.1% |
| 5Y | -22.2% | +11.0% | -33.2% | -27.3% |
| 10Y | +268.2% | +128.1% | +140.1% | +158.8% |
| All | +24,073.6% | +6,544.5% | +17,529.1% | +5,679.7% |
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