+1,144.5%
RSP vs CNI
+2,268.4%
-1,123.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +2.4% | +2.5% | -0.1% | +1.0% |
| 30D | +4.3% | +6.1% | -1.8% | +0.9% |
| 3M | -0.3% | +0.1% | -0.5% | -0.6% |
| 6M | +9.8% | +14.9% | -5.1% | +1.2% |
| YTD | +16.8% | +30.9% | -14.0% | -0.8% |
| 1Y | +19.5% | +33.9% | -14.4% | +0.1% |
| 3Y | +65.1% | +20.2% | +44.9% | +44.4% |
| 5Y | +48.7% | +8.2% | +40.5% | +36.2% |
| 10Y | +213.6% | +142.2% | +71.4% | +75.4% |
| All | +1,144.5% | +2,268.4% | -1,123.9% | +138.2% |
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