+410.4%
CIB vs SPY
+311.3%
+99.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +4.2% | +0.5% | +3.6% | +3.7% |
| 30D | +12.9% | -0.9% | +13.8% | +13.8% |
| 3M | +42.0% | +3.9% | +38.1% | +36.8% |
| 6M | +59.0% | +14.5% | +44.5% | +40.2% |
| YTD | +63.1% | +12.9% | +50.2% | +45.7% |
| 1Y | +98.2% | +19.4% | +78.9% | +68.0% |
| 3Y | +508.5% | +78.5% | +430.1% | +247.0% |
| 5Y | +453.5% | +81.8% | +371.8% | +202.6% |
| 10Y | +410.4% | +311.5% | +98.9% | +14.6% |
| All | +410.4% | +311.3% | +99.1% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling