+150.3%
CI vs SPY
+304.1%
-153.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | +2.6% | -0.6% | +3.2% | +3.0% |
| 30D | +7.3% | -3.7% | +11.0% | +10.2% |
| 3M | +9.5% | -2.7% | +12.2% | +11.5% |
| 6M | +6.4% | +2.2% | +4.2% | +3.8% |
| YTD | +12.0% | +10.8% | +1.2% | +2.2% |
| 1Y | +20.1% | +11.2% | +8.8% | +9.1% |
| 3Y | +9.6% | +76.5% | -66.9% | -35.5% |
| 5Y | +52.7% | +72.9% | -20.2% | -9.9% |
| 10Y | +150.3% | +304.8% | -154.6% | -38.1% |
| All | +150.3% | +304.1% | -153.8% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling