+2,826.7%
VRT vs CNI
+62.8%
+2,763.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.6% |
| 7D | +13.6% | +2.5% | +11.1% | +12.0% |
| 30D | +6.8% | -2.5% | +9.3% | +8.3% |
| 3M | -3.2% | +2.7% | -5.9% | -5.5% |
| 6M | +20.3% | +16.9% | +3.4% | +8.4% |
| YTD | +79.6% | +26.3% | +53.3% | +53.9% |
| 1Y | +139.0% | +31.1% | +107.9% | +99.0% |
| 3Y | +644.6% | +21.1% | +623.5% | +542.8% |
| 5Y | +1,024.4% | +11.0% | +1,013.3% | +932.3% |
| All | +2,826.7% | +62.8% | +2,763.9% | +1,932.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling