+51.5%
RSP vs CNI
+11.9%
+39.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.6% |
| 7D | -1.8% | +0.9% | -2.7% | -2.2% |
| 30D | -2.5% | -2.1% | -0.4% | -1.6% |
| 3M | +3.0% | +1.8% | +1.2% | +1.9% |
| 6M | +8.9% | +14.8% | -5.9% | +1.6% |
| YTD | +13.0% | +25.4% | -12.4% | +0.7% |
| 1Y | +16.2% | +32.9% | -16.7% | +0.4% |
| 3Y | +52.7% | +20.2% | +32.5% | +35.7% |
| All | +51.5% | +11.9% | +39.6% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling