+251.0%
SPOT vs CNI
+93.9%
+157.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.7% |
| 7D | -6.5% | +0.9% | -7.4% | -6.9% |
| 30D | +2.2% | -2.1% | +4.3% | +3.2% |
| 3M | +5.4% | +1.8% | +3.6% | +4.0% |
| 6M | -4.0% | +14.8% | -18.8% | -11.4% |
| YTD | -9.9% | +25.4% | -35.3% | -21.1% |
| 1Y | -27.3% | +32.9% | -60.2% | -38.6% |
| 3Y | +236.4% | +20.2% | +216.2% | +192.3% |
| 5Y | +112.6% | +12.2% | +100.4% | +92.6% |
| All | +251.0% | +93.9% | +157.1% | +161.8% |
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