+1,979.2%
RSG vs CNI
+4,461.9%
-2,482.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | -1.8% | -1.1% | -0.7% | -1.4% |
| 30D | +2.8% | -3.5% | +6.3% | +4.1% |
| 3M | +4.3% | +2.2% | +2.1% | +3.4% |
| 6M | -0.5% | +15.1% | -15.6% | -6.0% |
| YTD | +5.2% | +24.7% | -19.5% | -3.7% |
| 1Y | -2.1% | +33.4% | -35.5% | -12.8% |
| 3Y | +56.5% | +19.5% | +37.0% | +42.8% |
| 5Y | +89.5% | +12.6% | +77.0% | +74.6% |
| 10Y | +424.8% | +134.7% | +290.1% | +258.3% |
| All | +1,979.2% | +4,461.9% | -2,482.8% | +395.9% |
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 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