+3.9%
CI vs SPMO
+161.5%
-157.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -2.0% | +3.4% | -5.4% | -2.0% |
| 30D | -1.8% | +0.5% | -2.3% | -1.8% |
| 3M | -4.2% | +1.9% | -6.1% | -4.3% |
| 6M | +2.7% | +27.8% | -25.1% | +0.5% |
| YTD | +1.9% | +26.7% | -24.7% | -0.2% |
| 1Y | -6.3% | +28.9% | -35.1% | -8.1% |
| 3Y | +3.9% | +160.7% | -156.8% | -14.5% |
| All | +3.9% | +161.5% | -157.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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