CI RRSP
25 names, weighted as the index weights them, run through the series’ own ruler. Not ranked against the thirty-three funds.
Both rows apply the current constituent lists backwards across the full window. A name added last quarter is treated as though it were held in 2021. That is not what these books did — it is what today’s lists would have done, and the gap between the two is not measurable from anything we hold. The tradeable universe is refreshed in place: the screen’s verdicts survive only from May 28, 2026, the last 4.5% of the window, and for the 95.5% before that there is nothing to reconstruct from.
The two caveats on this figure do not point the same way. Running today’s constituent lists backwards flatters the result. The list being run is the one that survived every decision taken since the window opened, and the names that left it are not in it to be run; what that is worth cannot be bounded from anything we hold.
| Measure | Value |
|---|---|
| Deposited | $10,000.00 |
| Ended at | $12,803.05 |
| Gain | +28.03% |
| Distributions (cash) | $715.97 |
| Received in kind | $0.00measured, the fund paid nothing |
| Worst stretch | -11.68% 2025-03-03 to 2025-04-08 |
| Fund fee | None — the names are held directly. |
Distributions are cash received. TC Energy’s 2024 spin-off of South Bow paid 0.2 SOBO per TRP share — held as value, reinvested, and reported separately rather than folded into the cash line.
A seat that cannot be bought is held in cash and deployed at the next scheduled deposit, not on the day the name begins trading. The schedule is what buys — the same $150 on the same day of the month as every other deposit — so a name that lists mid-month waits for it. That is a convention of this test and it applies to every name that lists inside the window.
Corporate actions inside the window
The walk reads the verdict, never the raw factor. An event with no verdict halts it.
| Name | Date | Disposition | What was done |
|---|---|---|---|
| TSCO | 2024-12-20 | share count | shares x5.000000 |
Constituent-set history
Every constituent set and its figure stays here with its date. The figure recomputes when the index changes and climbs by construction as the engine sheds losers and adds winners — so a reader watching it rise can see whether the market moved or the basket did. The snapshot refreshes quarterly.
| As of | Names | Gain | What changed |
|---|---|---|---|
| 2026-08-18 | 25 | +28.03% | first published set |
What this page cannot show
What the construction rule would have chosen in 2021 cannot be rebuilt. The tradeable universe is refreshed in place, so the pool, the scores and the yields on any earlier date are gone. The screen’s own verdicts are kept, and they begin on May 28, 2026: 265,836 pass-or-fail records across 80 days, covering the last 82 days of the window — 4.5% of it. For the other 95.5% there is no record of what the screen would have said, and that is the part the figures above depend on.
This book’s own value is recorded from June 26, 2026: 1,393 observations of equity, cash and market value over the last 53 days of the window, 2.9% of it. What is missing is the transaction history — no deposits, no dates, no trades — and without deposits no return can be computed from those observations. A return is what the backtest produces, so the two still cannot be set against each other. The value is observable; the comparison is not.