+217.3%
RRX vs CNI
+138.2%
+79.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.0% |
| 7D | -0.3% | -0.4% | 0.0% | 0.0% |
| 30D | -6.1% | -2.7% | -3.4% | -4.2% |
| 3M | -23.1% | +3.9% | -27.0% | -26.0% |
| 6M | -19.5% | +16.4% | -35.9% | -29.2% |
| YTD | +16.1% | +25.8% | -9.7% | -3.9% |
| 1Y | +12.9% | +32.4% | -19.5% | -10.7% |
| 3Y | +7.9% | +19.1% | -11.1% | -7.2% |
| 5Y | +19.1% | +13.6% | +5.5% | +4.7% |
| All | +217.3% | +138.2% | +79.1% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling