+89.6%
VRT vs CNI
+33.8%
+55.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.4% |
| 7D | -8.4% | -0.4% | -8.0% | -8.3% |
| 30D | -10.9% | -2.7% | -8.2% | -10.3% |
| 3M | -13.7% | +3.9% | -17.6% | -14.9% |
| 6M | -4.1% | +16.4% | -20.5% | -10.1% |
| YTD | +58.7% | +25.8% | +32.9% | +48.6% |
| 1Y | +89.6% | +32.4% | +57.2% | +81.7% |
| All | +89.6% | +33.8% | +55.8% | +81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling