+157.1%
SPMO vs CNI
+19.7%
+137.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -0.9% | -0.4% | -0.6% | -0.8% |
| 30D | -1.9% | -2.7% | +0.8% | -1.1% |
| 3M | -1.4% | +3.9% | -5.3% | -2.9% |
| 6M | +25.5% | +16.4% | +9.1% | +18.3% |
| YTD | +24.8% | +25.8% | -1.0% | +14.1% |
| 1Y | +24.5% | +32.4% | -7.9% | +11.3% |
| 3Y | +157.1% | +19.1% | +138.1% | +133.2% |
| All | +157.1% | +19.7% | +137.4% | +133.2% |
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 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