+23.9%
CION vs SPY
+89.9%
-65.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -1.9% | +0.5% | -2.4% | -2.3% |
| 30D | -1.8% | -0.9% | -0.8% | -1.1% |
| 3M | +10.6% | +3.9% | +6.7% | +7.4% |
| 6M | -0.1% | +14.5% | -14.7% | -10.0% |
| YTD | -16.1% | +12.9% | -29.0% | -23.5% |
| 1Y | -16.4% | +19.4% | -35.8% | -27.2% |
| 3Y | +5.6% | +78.5% | -72.9% | -34.3% |
| All | +23.9% | +89.9% | -65.9% | -23.6% |
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 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