+41.1%
CI vs SPXU
-86.0%
+127.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.1% |
| 7D | -2.6% | -1.5% | -1.1% | -2.7% |
| 30D | -2.4% | +3.7% | -6.1% | -1.9% |
| 3M | -4.8% | -9.6% | +4.8% | -5.8% |
| 6M | +2.1% | -32.4% | +34.5% | -2.8% |
| YTD | +1.4% | -28.7% | +30.0% | -2.7% |
| 1Y | -6.8% | -38.2% | +31.4% | -11.9% |
| 3Y | +3.3% | -80.4% | +83.7% | -16.6% |
| 5Y | +41.1% | -86.0% | +127.1% | +16.6% |
| All | +41.1% | -86.0% | +127.1% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling