+488.0%
CIB vs SPY
+311.8%
+176.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.3% |
| 7D | -2.5% | -0.9% | -1.6% | -1.8% |
| 30D | -3.1% | -2.4% | -0.8% | -1.1% |
| 3M | -3.1% | -1.2% | -2.0% | -2.2% |
| 6M | +50.1% | +3.3% | +46.8% | +45.3% |
| YTD | +54.5% | +12.3% | +42.2% | +38.5% |
| 1Y | +54.0% | +12.4% | +41.5% | +37.9% |
| 3Y | +420.9% | +78.8% | +342.1% | +196.5% |
| 5Y | +419.4% | +75.2% | +344.3% | +196.2% |
| 10Y | +488.0% | +311.1% | +176.9% | +40.6% |
| All | +488.0% | +311.8% | +176.3% | +40.6% |
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