+588.9%
RVMD vs CNI
+12.6%
+576.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -3.0% | -0.4% | -2.6% | -2.8% |
| 30D | -0.7% | -2.7% | +2.0% | +0.7% |
| 3M | +36.5% | +3.9% | +32.6% | +32.7% |
| 6M | +104.6% | +16.4% | +88.3% | +83.9% |
| YTD | +155.8% | +25.8% | +130.0% | +116.3% |
| 1Y | +340.7% | +32.4% | +308.3% | +257.4% |
| 3Y | +519.9% | +19.1% | +500.9% | +432.4% |
| All | +588.9% | +12.6% | +576.2% | +479.7% |
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