-100.0%
SPXU vs CNI
+696.1%
-796.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.0% |
| 7D | +6.4% | -1.1% | +7.5% | +4.6% |
| 30D | +5.9% | -3.5% | +9.5% | +0.6% |
| 3M | -11.7% | +2.2% | -13.9% | -9.1% |
| 6M | -28.7% | +15.1% | -43.8% | -11.3% |
| YTD | -26.4% | +24.7% | -51.0% | +3.8% |
| 1Y | -35.2% | +33.4% | -68.6% | +1.8% |
| 3Y | -79.8% | +19.5% | -99.3% | -69.6% |
| 5Y | -86.1% | +12.6% | -98.6% | -75.5% |
| 10Y | -99.5% | +134.7% | -234.2% | -95.1% |
| All | -100.0% | +696.1% | -796.1% | -98.9% |
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