+279.2%
RTX vs CNI
+138.2%
+141.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -1.5% | -0.4% | -1.2% | -1.4% |
| 30D | -11.0% | -2.7% | -8.3% | -9.8% |
| 3M | +7.7% | +3.9% | +3.7% | +5.2% |
| 6M | -3.9% | +16.4% | -20.3% | -11.9% |
| YTD | +9.0% | +25.8% | -16.8% | -4.6% |
| 1Y | +27.3% | +32.4% | -5.1% | +8.0% |
| 3Y | +172.9% | +19.1% | +153.8% | +137.6% |
| 5Y | +165.2% | +13.6% | +151.6% | +130.6% |
| All | +279.2% | +138.2% | +141.0% | +111.8% |
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