+280.7%
RNG vs CNI
+207.2%
+73.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -6.1% | -0.4% | -5.7% | -5.9% |
| 30D | +9.6% | -2.7% | +12.3% | +11.3% |
| 3M | +83.3% | +3.9% | +79.4% | +79.0% |
| 6M | +77.9% | +16.4% | +61.6% | +60.7% |
| YTD | +139.9% | +25.8% | +114.1% | +105.7% |
| 1Y | +121.7% | +32.4% | +89.3% | +83.4% |
| 3Y | +121.9% | +19.1% | +102.8% | +94.4% |
| 5Y | -68.4% | +13.6% | -81.9% | -71.1% |
| 10Y | +220.0% | +136.8% | +83.3% | +83.0% |
| All | +280.7% | +207.2% | +73.6% | +86.7% |
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