+566.9%
SPMO vs CNI
+142.4%
+424.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -0.9% | -0.4% | -0.6% | -0.8% |
| 30D | -1.9% | -2.7% | +0.8% | -0.8% |
| 3M | -1.4% | +3.9% | -5.3% | -3.4% |
| 6M | +25.5% | +16.4% | +9.1% | +16.5% |
| YTD | +24.8% | +25.8% | -1.0% | +11.4% |
| 1Y | +24.5% | +32.4% | -7.9% | +8.3% |
| 3Y | +157.1% | +19.1% | +138.1% | +131.3% |
| 5Y | +149.5% | +13.6% | +135.9% | +126.7% |
| 10Y | +518.1% | +136.8% | +381.3% | +329.9% |
| All | +566.9% | +142.4% | +424.5% | +372.0% |
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