+6,291.5%
CI vs SPY
+2,954.7%
+3,336.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.9% |
| 7D | -1.6% | -2.7% | +1.1% | +0.7% |
| 30D | +5.4% | -5.4% | +10.8% | +10.3% |
| 3M | +7.3% | -4.1% | +11.3% | +10.8% |
| 6M | +5.3% | +0.7% | +4.6% | +3.7% |
| YTD | +8.5% | +8.7% | -0.2% | -0.3% |
| 1Y | +17.1% | +10.9% | +6.2% | +5.6% |
| 3Y | +1.4% | +75.0% | -73.6% | -41.1% |
| 5Y | +50.5% | +67.8% | -17.3% | -11.4% |
| 10Y | +168.5% | +312.9% | -144.3% | -29.0% |
| All | +6,291.5% | +2,954.7% | +3,336.8% | +191.0% |
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