-100.0%
SPXS vs CNI
+822.0%
-922.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -1.0% |
| 7D | +2.5% | -0.4% | +2.9% | +2.0% |
| 30D | +4.2% | -2.7% | +6.9% | +0.1% |
| 3M | -9.3% | +3.9% | -13.2% | -4.1% |
| 6M | -30.7% | +16.4% | -47.1% | -11.8% |
| YTD | -28.1% | +25.8% | -53.9% | +3.8% |
| 1Y | -35.1% | +32.4% | -67.5% | +2.1% |
| 3Y | -79.6% | +19.1% | -98.7% | -69.2% |
| 5Y | -86.3% | +13.6% | -99.8% | -75.4% |
| 10Y | -99.5% | +136.8% | -236.3% | -94.9% |
| All | -100.0% | +822.0% | -922.0% | -99.0% |
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