+141.0%
CI vs SPG
+59.6%
+81.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.5% |
| 7D | -1.1% | -1.7% | +0.5% | -0.7% |
| 30D | +0.5% | -6.3% | +6.7% | +2.2% |
| 3M | -5.2% | -2.4% | -2.7% | -4.7% |
| 6M | +4.3% | +9.6% | -5.3% | +1.6% |
| YTD | +2.8% | +14.2% | -11.4% | -1.1% |
| 1Y | -5.8% | +19.3% | -25.1% | -10.4% |
| 3Y | +4.7% | +106.7% | -102.0% | -15.3% |
| 5Y | +42.7% | +104.2% | -61.5% | +13.7% |
| 10Y | +141.0% | +63.7% | +77.3% | +105.5% |
| All | +141.0% | +59.6% | +81.4% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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