-79.6%
SPXS vs CNI
+19.7%
-99.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -1.6% |
| 7D | +2.5% | -0.4% | +2.9% | +2.2% |
| 30D | +4.2% | -2.7% | +6.9% | +1.9% |
| 3M | -9.3% | +3.9% | -13.2% | -5.8% |
| 6M | -30.7% | +16.4% | -47.1% | -18.5% |
| YTD | -28.1% | +25.8% | -53.9% | -7.7% |
| 1Y | -35.1% | +32.4% | -67.5% | -11.3% |
| 3Y | -79.6% | +19.1% | -98.7% | -70.7% |
| All | -79.6% | +19.7% | -99.3% | -70.7% |
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