-18.3%
RUN vs CNI
+137.9%
-156.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.8% | -3.8% |
| 7D | -1.8% | +0.9% | -2.6% | -2.6% |
| 30D | -10.8% | -2.1% | -8.7% | -9.0% |
| 3M | -30.2% | +1.8% | -32.0% | -32.0% |
| 6M | -22.3% | +14.8% | -37.1% | -33.1% |
| YTD | -52.2% | +25.4% | -77.6% | -62.6% |
| 1Y | -45.1% | +32.9% | -78.0% | -59.5% |
| 3Y | -37.1% | +20.2% | -57.3% | -47.7% |
| 5Y | -80.3% | +12.2% | -92.4% | -82.1% |
| 10Y | +45.2% | +136.0% | -90.8% | -26.5% |
| All | -18.3% | +137.9% | -156.2% | -57.9% |
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