+10.4%
CION vs SPY
+87.0%
-76.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -1.7% |
| 7D | -10.3% | +0.1% | -10.3% | -10.2% |
| 30D | -7.9% | -3.3% | -4.6% | -5.4% |
| 3M | -12.5% | -2.4% | -10.1% | -10.8% |
| 6M | -5.8% | +2.6% | -8.3% | -7.6% |
| YTD | -25.3% | +11.2% | -36.5% | -31.1% |
| 1Y | -22.1% | +13.4% | -35.5% | -29.3% |
| 3Y | -6.5% | +79.9% | -86.4% | -42.2% |
| 5Y | +4.3% | +72.2% | -67.9% | -37.5% |
| All | +10.4% | +87.0% | -76.7% | -31.2% |
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