+138.9%
CI vs SPXU
-99.5%
+238.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.4% |
| 7D | -2.0% | -1.5% | -0.5% | -2.4% |
| 30D | -1.8% | +3.7% | -5.5% | -0.8% |
| 3M | -4.2% | -9.6% | +5.3% | -6.5% |
| 6M | +2.7% | -32.4% | +35.1% | -6.7% |
| YTD | +1.9% | -28.7% | +30.6% | -5.8% |
| 1Y | -6.3% | -38.2% | +32.0% | -16.2% |
| 3Y | +3.9% | -80.4% | +84.3% | -29.9% |
| 5Y | +41.9% | -86.0% | +127.9% | -2.3% |
| All | +138.9% | -99.5% | +238.5% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling