+29.3%
RRX vs CNI
+37.5%
-8.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.8% | -4.9% |
| 7D | +7.6% | +3.7% | +3.9% | +5.1% |
| 30D | +7.5% | +8.1% | -0.6% | +2.0% |
| 3M | -21.0% | +1.9% | -22.9% | -22.0% |
| 6M | -18.1% | +19.2% | -37.3% | -30.0% |
| YTD | +24.3% | +32.7% | -8.4% | -2.5% |
| 1Y | +29.3% | +37.0% | -7.7% | +0.9% |
| All | +29.3% | +37.5% | -8.2% | +0.9% |
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