+14.5%
CIA vs SPY
+3,091.8%
-3,077.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 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% | -24.8% |
| 6M | -27.7% | +13.0% | -40.7% | -36.4% |
| YTD | -18.2% | +13.5% | -31.8% | -28.3% |
| 1Y | -24.5% | +20.0% | -44.4% | -37.3% |
| 3Y | +30.8% | +77.2% | -46.4% | -26.1% |
| 5Y | -34.1% | +81.9% | -115.9% | -65.2% |
| 10Y | -60.2% | +314.1% | -374.3% | -91.2% |
| All | +14.5% | +3,091.8% | -3,077.2% | -89.6% |
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