+1,223.0%
CI vs SPXU
-100.0%
+1,323.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | -1.3% |
| 7D | +0.1% | -1.5% | +1.6% | +0.1% |
| 30D | +4.7% | +9.7% | -5.0% | +7.8% |
| 3M | +5.2% | +8.4% | -3.2% | +8.2% |
| 6M | +3.8% | -5.7% | +9.5% | +2.8% |
| YTD | +9.2% | -25.4% | +34.7% | +2.0% |
| 1Y | +14.3% | -28.9% | +43.1% | +5.5% |
| 3Y | +8.4% | -81.2% | +89.6% | -29.3% |
| 5Y | +50.0% | -83.3% | +133.3% | +6.8% |
| 10Y | +142.2% | -99.5% | +241.7% | -23.9% |
| All | +1,223.0% | -100.0% | +1,323.0% | +62.1% |
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