+150.9%
CI vs SPG
+116.4%
+34.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | +2.7% | -4.0% | -2.0% |
| 30D | +6.4% | +16.6% | -10.2% | +2.1% |
| 3M | +10.7% | +8.1% | +2.6% | +8.3% |
| 6M | +5.5% | +19.3% | -13.9% | +0.5% |
| YTD | +11.4% | +31.1% | -19.7% | +3.3% |
| 1Y | +15.0% | +32.8% | -17.7% | +6.3% |
| 3Y | +9.0% | +135.8% | -126.8% | -15.0% |
| 5Y | +52.0% | +85.1% | -33.1% | +24.5% |
| 10Y | +150.9% | +115.9% | +35.0% | +99.6% |
| All | +150.9% | +116.4% | +34.5% | +99.6% |
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