+142.1%
CI vs SNY
+64.5%
+77.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.1% | -3.3% | +3.3% | +1.2% |
| 30D | +1.8% | -2.2% | +3.9% | +2.6% |
| 3M | -4.2% | -3.0% | -1.2% | -3.2% |
| 6M | +8.8% | +2.7% | +6.1% | +7.4% |
| YTD | +3.7% | -6.8% | +10.6% | +6.1% |
| 1Y | -6.1% | -5.3% | -0.9% | -5.0% |
| 3Y | +4.5% | -9.8% | +14.3% | +4.4% |
| 5Y | +50.5% | +9.7% | +40.9% | +32.1% |
| All | +142.1% | +64.5% | +77.6% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling