+141.7%
RNG vs CNI
+29.8%
+111.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.9% |
| 7D | +5.8% | -2.1% | +7.9% | +5.8% |
| 30D | +19.6% | -3.3% | +22.9% | +19.7% |
| 3M | +67.0% | +3.8% | +63.2% | +67.0% |
| 6M | +88.4% | +12.7% | +75.7% | +89.0% |
| YTD | +155.5% | +26.3% | +129.2% | +153.3% |
| 1Y | +141.7% | +29.9% | +111.8% | +134.7% |
| All | +141.7% | +29.8% | +111.9% | +134.7% |
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 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