+8.4%
CI vs SPXU
-80.6%
+89.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | +0.3% |
| 7D | +0.1% | -1.5% | +1.6% | +0.1% |
| 30D | +4.7% | +9.7% | -5.0% | +5.2% |
| 3M | +5.2% | +8.4% | -3.2% | +5.8% |
| 6M | +3.8% | -5.7% | +9.5% | +3.6% |
| YTD | +9.2% | -25.4% | +34.7% | +7.4% |
| 1Y | +14.3% | -28.9% | +43.1% | +12.1% |
| 3Y | +8.4% | -81.2% | +89.6% | -8.7% |
| All | +8.4% | -80.6% | +89.1% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling