+1.4%
CI vs SPG
+124.5%
-123.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | -1.6% | +4.9% | -6.5% | -2.7% |
| 30D | +5.4% | +15.6% | -10.2% | +1.7% |
| 3M | +7.3% | +4.1% | +3.2% | +6.1% |
| 6M | +5.3% | +13.6% | -8.3% | +2.0% |
| YTD | +8.5% | +27.5% | -19.1% | +2.3% |
| 1Y | +17.1% | +32.2% | -15.1% | +9.6% |
| 3Y | +1.4% | +126.0% | -124.6% | -20.4% |
| All | +1.4% | +124.5% | -123.1% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling