+165.0%
RTX vs CNI
+11.9%
+153.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | -11.6% | -2.1% | -9.5% | -11.0% |
| 3M | +9.2% | +1.8% | +7.3% | +8.4% |
| 6M | -4.4% | +14.8% | -19.2% | -8.9% |
| YTD | +8.9% | +25.4% | -16.5% | +0.8% |
| 1Y | +32.1% | +32.9% | -0.8% | +19.7% |
| 3Y | +151.2% | +20.2% | +131.1% | +129.6% |
| All | +165.0% | +11.9% | +153.1% | +150.8% |
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 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