+127.2%
CI vs SPMO
+572.4%
-445.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.1% |
| 7D | +1.3% | +2.0% | -0.7% | +0.3% |
| 30D | +4.4% | -0.4% | +4.8% | +4.5% |
| 3M | +0.7% | -1.9% | +2.5% | 0.0% |
| 6M | +0.3% | +25.0% | -24.7% | -13.7% |
| YTD | +3.8% | +26.0% | -22.2% | -11.2% |
| 1Y | -5.5% | +28.7% | -34.2% | -20.3% |
| 3Y | +8.1% | +160.9% | -152.8% | -46.0% |
| 5Y | +42.8% | +147.9% | -105.1% | -26.5% |
| 10Y | +143.9% | +518.9% | -375.0% | -18.3% |
| All | +127.2% | +572.4% | -445.2% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling