+203.4%
RSP vs CNI
+136.1%
+67.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -3.1% | -1.1% | -2.0% | -2.5% |
| 30D | -3.4% | -3.5% | +0.1% | -1.6% |
| 3M | +3.6% | +2.2% | +1.4% | +2.1% |
| 6M | +9.0% | +15.1% | -6.1% | +0.2% |
| YTD | +12.2% | +24.7% | -12.5% | -1.7% |
| 1Y | +15.6% | +33.4% | -17.8% | -2.8% |
| 3Y | +51.6% | +19.5% | +32.1% | +32.9% |
| 5Y | +50.4% | +12.6% | +37.9% | +34.1% |
| All | +203.4% | +136.1% | +67.3% | +75.9% |
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 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