-35.2%
SPXU vs CNI
+33.8%
-69.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.1% |
| 7D | +2.5% | -0.4% | +2.9% | +2.4% |
| 30D | +4.2% | -2.7% | +6.9% | +3.3% |
| 3M | -9.3% | +3.9% | -13.2% | -7.3% |
| 6M | -30.7% | +16.4% | -47.1% | -23.7% |
| YTD | -28.1% | +25.8% | -53.9% | -17.9% |
| 1Y | -35.2% | +32.4% | -67.6% | -24.2% |
| All | -35.2% | +33.8% | -69.1% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling