+3,275.7%
RTX vs CNI
+6,541.6%
-3,265.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -5.2% | -2.1% | -3.1% | -4.2% |
| 30D | -9.4% | -3.3% | -6.1% | -8.0% |
| 3M | +12.3% | +3.8% | +8.5% | +10.0% |
| 6M | -3.1% | +12.7% | -15.8% | -9.0% |
| YTD | +10.7% | +26.3% | -15.6% | -1.8% |
| 1Y | +28.4% | +29.9% | -1.5% | +12.1% |
| 3Y | +147.1% | +15.9% | +131.1% | +122.5% |
| 5Y | +167.2% | +6.9% | +160.3% | +146.4% |
| 10Y | +274.7% | +126.8% | +147.9% | +140.0% |
| All | +3,275.7% | +6,541.6% | -3,265.9% | +472.2% |
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