+6,016.6%
CI vs SPY
+3,091.8%
+2,924.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +4.4% | +0.1% | +4.4% | +4.4% |
| 3M | +0.7% | +2.0% | -1.3% | -1.6% |
| 6M | +0.3% | +13.0% | -12.7% | -10.4% |
| YTD | +3.8% | +13.5% | -9.7% | -7.8% |
| 1Y | -5.5% | +20.0% | -25.5% | -20.1% |
| 3Y | +8.1% | +77.2% | -69.1% | -37.7% |
| 5Y | +42.8% | +81.9% | -39.1% | -21.5% |
| 10Y | +143.9% | +314.1% | -170.2% | -35.5% |
| All | +6,016.6% | +3,091.8% | +2,924.8% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling