+20.1%
CI vs SPXU
-26.1%
+46.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.6% |
| 7D | +2.6% | +0.5% | +2.1% | +2.7% |
| 30D | +7.3% | +10.9% | -3.6% | +7.6% |
| 3M | +9.5% | +9.6% | -0.1% | +9.8% |
| 6M | +6.4% | -4.7% | +11.1% | +6.2% |
| YTD | +12.0% | -24.6% | +36.6% | +7.4% |
| 1Y | +20.1% | -24.7% | +44.8% | +15.2% |
| All | +20.1% | -26.1% | +46.2% | +15.2% |
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