+452.1%
CIB vs SPY
+315.0%
+137.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.4% | +0.6% |
| 7D | +3.1% | +0.1% | +3.0% | +2.9% |
| 30D | +0.1% | -3.3% | +3.4% | +3.1% |
| 3M | +10.3% | -2.4% | +12.7% | +12.6% |
| 6M | +52.6% | +2.6% | +50.1% | +48.7% |
| YTD | +59.4% | +11.2% | +48.1% | +44.2% |
| 1Y | +60.4% | +13.4% | +47.0% | +42.5% |
| 3Y | +446.7% | +79.9% | +366.8% | +209.3% |
| 5Y | +419.3% | +72.2% | +347.1% | +201.3% |
| 10Y | +452.1% | +307.3% | +144.8% | +30.4% |
| All | +452.1% | +315.0% | +137.1% | +30.4% |
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