+1,583.2%
SPY vs CNI
+6,544.5%
-4,961.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | +2.5% | -1.9% | -0.5% |
| 30D | -0.9% | -2.5% | +1.6% | +0.1% |
| 3M | +3.9% | +2.7% | +1.2% | +2.3% |
| 6M | +14.5% | +16.9% | -2.4% | +6.1% |
| YTD | +12.9% | +26.3% | -13.4% | +0.7% |
| 1Y | +19.4% | +31.1% | -11.7% | +4.4% |
| 3Y | +78.5% | +21.1% | +57.4% | +59.7% |
| 5Y | +81.8% | +11.0% | +70.7% | +67.8% |
| 10Y | +311.5% | +128.1% | +183.4% | +171.0% |
| All | +1,583.2% | +6,544.5% | -4,961.2% | +220.6% |
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