+780.5%
CII vs SPY
+893.6%
-113.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -1.8% | -2.7% | +0.9% | +0.4% |
| 30D | -3.8% | -5.4% | +1.6% | +0.8% |
| 3M | -4.6% | -4.1% | -0.5% | -1.2% |
| 6M | -2.7% | +0.7% | -3.4% | -3.3% |
| YTD | +4.8% | +8.7% | -3.8% | -2.2% |
| 1Y | +12.9% | +10.9% | +2.0% | +3.5% |
| 3Y | +73.1% | +75.0% | -1.9% | +7.9% |
| 5Y | +72.9% | +67.8% | +5.1% | +11.1% |
| 10Y | +307.2% | +312.9% | -5.6% | +24.0% |
| All | +780.5% | +893.6% | -113.0% | +34.7% |
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