-81.4%
RUN vs CNI
+12.6%
-94.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.8% |
| 7D | -3.7% | -0.4% | -3.3% | -3.3% |
| 30D | -13.0% | -2.7% | -10.3% | -10.5% |
| 3M | -31.8% | +3.9% | -35.7% | -35.3% |
| 6M | -32.2% | +16.4% | -48.6% | -43.9% |
| YTD | -53.5% | +25.8% | -79.3% | -65.3% |
| 1Y | -46.5% | +32.4% | -78.9% | -62.6% |
| 3Y | -37.6% | +19.1% | -56.7% | -49.8% |
| All | -81.4% | +12.6% | -94.0% | -83.8% |
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