+6,787.6%
SPGI vs CNI
+6,541.6%
+246.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +0.1% | -2.1% | +2.2% | +1.1% |
| 30D | +8.4% | -3.3% | +11.7% | +10.0% |
| 3M | +11.8% | +3.8% | +8.0% | +9.7% |
| 6M | +5.7% | +12.7% | -7.0% | -0.8% |
| YTD | -9.7% | +26.3% | -35.9% | -20.1% |
| 1Y | -12.5% | +29.9% | -42.4% | -23.8% |
| 3Y | +21.8% | +15.9% | +5.9% | +10.4% |
| 5Y | +8.2% | +6.9% | +1.2% | +0.7% |
| 10Y | +309.5% | +126.8% | +182.7% | +163.7% |
| All | +6,787.6% | +6,541.6% | +246.1% | +1,500.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling