+2,486.9%
VRT vs CNI
+62.2%
+2,424.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.1% |
| 7D | -8.4% | -0.4% | -8.0% | -8.1% |
| 30D | -10.9% | -2.7% | -8.2% | -9.4% |
| 3M | -13.7% | +3.9% | -17.6% | -16.2% |
| 6M | -4.1% | +16.4% | -20.5% | -13.3% |
| YTD | +58.7% | +25.8% | +32.9% | +36.5% |
| 1Y | +89.6% | +32.4% | +57.2% | +57.2% |
| 3Y | +558.1% | +19.1% | +539.1% | +474.5% |
| 5Y | +953.0% | +13.6% | +939.4% | +857.7% |
| All | +2,486.9% | +62.2% | +2,424.7% | +1,701.9% |
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 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