+106.5%
SPG vs CNI
+19.3%
+87.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -1.7% | +0.9% | -2.5% | -2.0% |
| 30D | -6.3% | -2.1% | -4.2% | -5.4% |
| 3M | -2.4% | +1.8% | -4.3% | -3.4% |
| 6M | +9.6% | +14.8% | -5.2% | +2.4% |
| YTD | +14.2% | +25.4% | -11.2% | +1.9% |
| 1Y | +19.3% | +32.9% | -13.6% | +3.1% |
| All | +106.5% | +19.3% | +87.2% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling