+553.6%
SPYG vs CNI
+3,865.4%
-3,311.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | -1.8% | -1.1% | -0.7% | -1.3% |
| 30D | -1.9% | -3.5% | +1.6% | -0.3% |
| 3M | +5.2% | +2.2% | +2.9% | +3.6% |
| 6M | +15.6% | +15.1% | +0.5% | +7.2% |
| YTD | +12.4% | +24.7% | -12.3% | 0.0% |
| 1Y | +17.5% | +33.4% | -15.9% | +0.8% |
| 3Y | +98.1% | +19.5% | +78.6% | +76.7% |
| 5Y | +84.9% | +12.6% | +72.4% | +68.9% |
| 10Y | +417.7% | +134.7% | +283.0% | +227.1% |
| All | +553.6% | +3,865.4% | -3,311.8% | +25.1% |
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