+52.7%
CI vs SPMO
+111.1%
-58.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +2.6% | -2.6% | +5.2% | +3.1% |
| 30D | +7.3% | -14.2% | +21.6% | +10.5% |
| 3M | +9.5% | -12.7% | +22.2% | +12.2% |
| 6M | +6.4% | -9.6% | +16.0% | +6.8% |
| YTD | +12.0% | +9.3% | +2.7% | +5.3% |
| 1Y | +20.1% | +8.2% | +11.8% | +13.2% |
| 3Y | +9.6% | +119.4% | -109.8% | -31.5% |
| 5Y | +52.7% | +112.5% | -59.8% | -5.0% |
| All | +52.7% | +111.1% | -58.4% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling