+9.7%
CIK vs SPY
+79.8%
-70.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.8% | -2.0% | +1.2% | 0.0% |
| 30D | -1.2% | -1.7% | +0.4% | -0.6% |
| 3M | -0.8% | +4.7% | -5.6% | -2.7% |
| 6M | -3.5% | +12.5% | -16.0% | -8.0% |
| YTD | -9.2% | +11.7% | -20.9% | -13.3% |
| 1Y | -11.3% | +17.5% | -28.8% | -16.9% |
| 3Y | +17.0% | +76.6% | -59.6% | -7.3% |
| 5Y | +9.7% | +82.0% | -72.4% | -14.6% |
| All | +9.7% | +79.8% | -70.1% | -14.6% |
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 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