-22.3%
RUN vs CNI
+17.6%
-40.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.8% | -4.3% |
| 7D | -1.8% | +0.9% | -2.6% | -2.1% |
| 30D | -10.8% | -2.1% | -8.7% | -10.1% |
| 3M | -30.2% | +1.8% | -32.0% | -30.4% |
| 6M | -22.3% | +14.8% | -37.1% | -27.4% |
| All | -22.3% | +17.6% | -40.0% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling