+105.9%
CIB vs SPY
+20.8%
+85.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +11.6% | +0.1% | +11.5% | +11.5% |
| 3M | +41.4% | +2.0% | +39.4% | +38.6% |
| 6M | +55.3% | +13.0% | +42.3% | +36.6% |
| YTD | +63.6% | +13.5% | +50.1% | +43.5% |
| 1Y | +105.9% | +20.0% | +86.0% | +83.7% |
| All | +105.9% | +20.8% | +85.1% | +83.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling