+78.2%
CII vs SPY
+74.6%
+3.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.8% |
| 7D | +0.2% | -0.9% | +1.1% | +0.9% |
| 30D | -2.0% | -2.4% | +0.3% | 0.0% |
| 3M | -2.6% | -1.2% | -1.4% | -1.6% |
| 6M | -2.3% | +3.3% | -5.6% | -4.9% |
| YTD | +7.6% | +12.3% | -4.7% | -2.6% |
| 1Y | +14.2% | +12.4% | +1.8% | +3.4% |
| 3Y | +80.3% | +78.8% | +1.5% | +9.6% |
| 5Y | +78.2% | +75.2% | +3.0% | +8.8% |
| All | +78.2% | +74.6% | +3.5% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling