+834.0%
CI vs SPYG
+564.9%
+269.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +1.3% | +0.4% | +0.9% | +1.0% |
| 30D | +4.4% | -0.4% | +4.9% | +4.7% |
| 3M | +0.7% | +0.5% | +0.1% | -0.6% |
| 6M | +0.3% | +17.5% | -17.1% | -11.0% |
| YTD | +3.8% | +14.3% | -10.5% | -6.5% |
| 1Y | -5.5% | +21.7% | -27.2% | -18.6% |
| 3Y | +8.1% | +98.6% | -90.5% | -37.1% |
| 5Y | +42.8% | +85.1% | -42.3% | -15.6% |
| 10Y | +143.9% | +412.0% | -268.1% | -32.5% |
| All | +834.0% | +564.9% | +269.2% | +36.9% |
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