+5,674.6%
CI vs SPG
+5,256.9%
+417.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +1.3% | -2.4% | +3.7% | +2.1% |
| 30D | +4.4% | -6.8% | +11.3% | +6.8% |
| 3M | +0.7% | +2.7% | -2.0% | -0.3% |
| 6M | +0.3% | +5.5% | -5.1% | -1.6% |
| YTD | +3.8% | +15.7% | -11.9% | -1.3% |
| 1Y | -5.5% | +20.9% | -26.4% | -11.4% |
| 3Y | +8.1% | +112.4% | -104.3% | -17.1% |
| 5Y | +42.8% | +101.4% | -58.6% | +9.1% |
| 10Y | +143.9% | +60.6% | +83.2% | +79.0% |
| All | +5,674.6% | +5,256.9% | +417.7% | +1,262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling