+17.1%
CI vs SPG
+32.2%
-15.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.1% |
| 7D | +0.1% | +5.1% | -4.9% | -1.7% |
| 30D | +4.7% | +16.8% | -12.2% | -1.0% |
| 3M | +5.2% | +5.7% | -0.4% | +2.8% |
| 6M | +3.8% | +17.8% | -14.0% | -2.2% |
| YTD | +9.2% | +30.1% | -20.9% | +0.8% |
| All | +17.1% | +32.2% | -15.1% | +6.1% |
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