-33.4%
CIA vs SPY
+82.0%
-115.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | -15.1% | +0.1% | -15.1% | -15.2% |
| 3M | -22.9% | +2.0% | -24.8% | -24.3% |
| 6M | -27.7% | +13.0% | -40.7% | -34.5% |
| YTD | -18.2% | +13.5% | -31.8% | -26.1% |
| 1Y | -24.5% | +20.0% | -44.4% | -34.5% |
| 3Y | +30.8% | +77.2% | -46.4% | -9.2% |
| All | -33.4% | +82.0% | -115.4% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling