+19.6%
RSG vs CNI
+37.5%
-18.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | +5.1% | +3.7% | +1.4% | +4.4% |
| 30D | +15.3% | +8.1% | +7.2% | +13.6% |
| 3M | +18.6% | +1.9% | +16.7% | +17.9% |
| 6M | +19.5% | +19.2% | +0.4% | +16.6% |
| YTD | +17.2% | +32.7% | -15.5% | +12.7% |
| 1Y | +19.6% | +37.0% | -17.4% | +14.6% |
| All | +19.6% | +37.5% | -18.0% | +14.6% |
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