+19.4%
SPGI vs CNI
+20.2%
-0.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.5% | +2.5% | -5.0% | -3.1% |
| 30D | +5.4% | -2.5% | +7.9% | +6.1% |
| 3M | +9.0% | +2.7% | +6.3% | +8.1% |
| 6M | +0.8% | +16.9% | -16.2% | -4.0% |
| YTD | -12.6% | +26.3% | -38.9% | -19.1% |
| 1Y | -16.1% | +31.1% | -47.2% | -23.6% |
| All | +19.4% | +20.2% | -0.8% | +6.6% |
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