+185.3%
RNG vs CNI
+37.5%
+147.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.1% |
| 7D | -9.6% | +3.7% | -13.3% | -9.3% |
| 30D | -1.4% | +8.1% | -9.5% | -1.1% |
| 3M | +28.8% | +1.9% | +26.9% | +29.3% |
| 6M | +65.6% | +19.2% | +46.4% | +67.8% |
| YTD | +171.4% | +32.7% | +138.7% | +171.6% |
| 1Y | +185.3% | +37.0% | +148.3% | +181.6% |
| All | +185.3% | +37.5% | +147.8% | +181.6% |
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 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