+40.3%
RUN vs CNI
+138.2%
-97.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.7% |
| 7D | -3.7% | -0.4% | -3.3% | -3.3% |
| 30D | -13.0% | -2.7% | -10.3% | -10.6% |
| 3M | -31.8% | +3.9% | -35.7% | -35.1% |
| 6M | -32.2% | +16.4% | -48.6% | -42.9% |
| YTD | -53.5% | +25.8% | -79.3% | -64.2% |
| 1Y | -46.5% | +32.4% | -78.9% | -61.1% |
| 3Y | -37.6% | +19.1% | -56.7% | -48.4% |
| 5Y | -80.9% | +13.6% | -94.4% | -83.0% |
| All | +40.3% | +138.2% | -97.9% | -38.2% |
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 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