+15.0%
CI vs SPXU
-28.1%
+43.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.7% |
| 7D | -1.3% | +1.5% | -2.8% | -1.2% |
| 30D | +6.4% | +6.4% | 0.0% | +6.5% |
| 3M | +10.7% | +4.2% | +6.4% | +10.8% |
| 6M | +5.5% | -7.8% | +13.2% | +5.2% |
| YTD | +11.4% | -27.5% | +38.9% | +6.6% |
| 1Y | +15.0% | -27.1% | +42.2% | +10.2% |
| All | +15.0% | -28.1% | +43.1% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling