+62.1%
SPG vs CNI
+138.2%
-76.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | -6.1% | -2.7% | -3.4% | -4.5% |
| 3M | -3.6% | +3.9% | -7.6% | -6.4% |
| 6M | +10.4% | +16.4% | -5.9% | -1.4% |
| YTD | +14.4% | +25.8% | -11.4% | -3.8% |
| 1Y | +16.5% | +32.4% | -15.9% | -5.9% |
| 3Y | +106.8% | +19.1% | +87.7% | +75.9% |
| 5Y | +108.9% | +13.6% | +95.3% | +78.9% |
| All | +62.1% | +138.2% | -76.1% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling