+15.0%
CI vs SPG
+33.6%
-18.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | +2.7% | -4.0% | -2.3% |
| 30D | +6.4% | +16.6% | -10.2% | +0.9% |
| 3M | +10.7% | +8.1% | +2.6% | +7.3% |
| 6M | +5.5% | +19.3% | -13.9% | -0.8% |
| YTD | +11.4% | +31.1% | -19.7% | +3.2% |
| 1Y | +15.0% | +32.8% | -17.7% | +5.7% |
| All | +15.0% | +33.6% | -18.6% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling