+1,157.5%
CI vs SPXU
-100.0%
+1,257.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -0.9% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +4.4% | +0.8% | +3.6% | +4.8% |
| 3M | +0.7% | -4.7% | +5.4% | -0.4% |
| 6M | +0.3% | -29.6% | +30.0% | -8.4% |
| YTD | +3.8% | -29.9% | +33.7% | -5.1% |
| 1Y | -5.5% | -39.1% | +33.6% | -16.6% |
| 3Y | +8.1% | -80.0% | +88.1% | -28.0% |
| 5Y | +42.8% | -86.0% | +128.8% | -4.1% |
| 10Y | +143.9% | -99.5% | +243.4% | -24.8% |
| All | +1,157.5% | -100.0% | +1,257.5% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling