+823.7%
CII vs SPY
+938.2%
-114.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -0.1% | +0.1% | -0.1% | -0.1% |
| 3M | -0.6% | +2.0% | -2.6% | -2.3% |
| 6M | +12.4% | +13.0% | -0.6% | +1.5% |
| YTD | +10.0% | +13.5% | -3.6% | -1.1% |
| 1Y | +27.4% | +20.0% | +7.4% | +9.4% |
| 3Y | +73.7% | +77.2% | -3.5% | +7.1% |
| 5Y | +82.2% | +81.9% | +0.4% | +9.4% |
| 10Y | +292.5% | +314.1% | -21.5% | +19.0% |
| All | +823.7% | +938.2% | -114.5% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling