+13.7%
SPGI vs CNI
+8.1%
+5.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +1.2% | +2.5% | -1.3% | +0.2% |
| 30D | +15.9% | +6.1% | +9.8% | +13.2% |
| 3M | +12.3% | +0.1% | +12.2% | +12.1% |
| 6M | +23.7% | +14.9% | +8.8% | +16.6% |
| YTD | -3.5% | +30.9% | -34.4% | -15.1% |
| 1Y | +0.4% | +33.9% | -33.5% | -12.6% |
| 3Y | +29.9% | +20.2% | +9.7% | +16.5% |
| All | +13.7% | +8.1% | +5.6% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling