+535.3%
VRT vs CNI
+18.7%
+516.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.1% | -5.3% |
| 7D | -7.7% | -1.1% | -6.6% | -7.2% |
| 30D | -12.0% | -3.5% | -8.4% | -10.4% |
| 3M | -11.7% | +2.2% | -13.9% | -13.2% |
| 6M | -8.1% | +15.1% | -23.2% | -15.7% |
| YTD | +53.2% | +24.7% | +28.5% | +34.4% |
| 1Y | +81.7% | +33.4% | +48.3% | +52.6% |
| All | +535.3% | +18.7% | +516.6% | +436.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling