+902.1%
CI vs SPYG
+535.5%
+366.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.7% |
| 7D | -1.3% | -1.5% | +0.2% | -0.5% |
| 30D | +6.4% | -7.2% | +13.6% | +11.1% |
| 3M | +10.7% | -4.6% | +15.3% | +13.4% |
| 6M | +5.5% | -1.2% | +6.7% | +4.6% |
| YTD | +11.4% | +9.3% | +2.1% | +2.7% |
| 1Y | +15.0% | +8.8% | +6.2% | +6.1% |
| 3Y | +9.0% | +93.3% | -84.3% | -35.9% |
| 5Y | +52.0% | +71.7% | -19.7% | -5.8% |
| 10Y | +150.9% | +399.8% | -248.9% | -30.0% |
| All | +902.1% | +535.5% | +366.6% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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