+11.6%
CION vs SPY
+88.8%
-77.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.7% |
| 7D | -9.6% | -0.9% | -8.7% | -9.0% |
| 30D | -6.1% | -2.4% | -3.7% | -4.3% |
| 3M | -11.1% | -1.2% | -9.9% | -10.3% |
| 6M | +1.7% | +3.3% | -1.6% | -0.8% |
| YTD | -24.4% | +12.3% | -36.7% | -30.8% |
| 1Y | -21.3% | +12.4% | -33.7% | -28.1% |
| 3Y | -8.8% | +78.8% | -87.6% | -43.3% |
| 5Y | +5.0% | +75.2% | -70.1% | -37.6% |
| All | +11.6% | +88.8% | -77.2% | -30.9% |
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