+976.8%
VRT vs CNI
+11.9%
+964.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.7% | -8.9% | -9.1% |
| 7D | +2.4% | +0.9% | +1.5% | +1.9% |
| 30D | -2.7% | -2.1% | -0.6% | -1.2% |
| 3M | -9.2% | +1.8% | -11.0% | -11.1% |
| 6M | -0.5% | +14.8% | -15.3% | -11.4% |
| YTD | +62.3% | +25.4% | +37.0% | +34.7% |
| 1Y | +109.6% | +32.9% | +76.6% | +64.9% |
| 3Y | +573.1% | +20.2% | +552.9% | +452.4% |
| All | +976.8% | +11.9% | +964.9% | +832.2% |
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