+42.5%
CI vs SPG
+102.5%
-60.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +1.3% | -2.4% | +3.7% | +2.0% |
| 30D | +4.4% | -6.8% | +11.3% | +6.4% |
| 3M | +0.7% | +2.7% | -2.0% | -0.1% |
| 6M | +0.3% | +5.5% | -5.1% | -1.2% |
| YTD | +3.8% | +15.7% | -11.9% | -0.3% |
| 1Y | -5.5% | +20.9% | -26.4% | -10.3% |
| 3Y | +8.1% | +112.4% | -104.3% | -13.8% |
| All | +42.5% | +102.5% | -60.0% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling