+500.1%
XRT vs CNI
+733.7%
-233.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.3% | +2.5% | -2.8% | -1.7% |
| 30D | -5.6% | -2.5% | -3.1% | -4.3% |
| 3M | +2.5% | +2.7% | -0.2% | +0.5% |
| 6M | +3.7% | +16.9% | -13.3% | -6.3% |
| YTD | +1.0% | +26.3% | -25.4% | -13.3% |
| 1Y | -1.2% | +31.1% | -32.3% | -17.2% |
| 3Y | +43.4% | +21.1% | +22.3% | +24.7% |
| 5Y | -0.7% | +11.0% | -11.8% | -9.7% |
| 10Y | +123.7% | +128.1% | -4.4% | +26.0% |
| All | +500.1% | +733.7% | -233.6% | +43.8% |
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