+1,255.7%
RRX vs CNI
+6,457.9%
-5,202.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.6% |
| 7D | -3.7% | -1.1% | -2.6% | -3.1% |
| 30D | -9.3% | -3.5% | -5.8% | -7.4% |
| 3M | -21.8% | +2.2% | -24.0% | -23.2% |
| 6M | -22.0% | +15.1% | -37.1% | -28.3% |
| YTD | +11.9% | +24.7% | -12.7% | -1.4% |
| 1Y | +11.6% | +33.4% | -21.8% | -5.7% |
| 3Y | +2.2% | +19.5% | -17.3% | -7.7% |
| 5Y | +14.9% | +12.6% | +2.3% | +7.2% |
| 10Y | +214.2% | +134.7% | +79.6% | +100.2% |
| All | +1,255.7% | +6,457.9% | -5,202.2% | +214.7% |
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