+25.0%
CION vs SPY
+90.9%
-66.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | +19.4% | +0.1% | +19.3% | +19.3% |
| 3M | +10.7% | +2.0% | +8.7% | +9.0% |
| 6M | -1.3% | +13.0% | -14.3% | -10.1% |
| YTD | -15.4% | +13.5% | -28.9% | -23.2% |
| 1Y | -17.7% | +20.0% | -37.7% | -28.6% |
| 3Y | +6.3% | +77.2% | -70.9% | -33.4% |
| All | +25.0% | +90.9% | -66.0% | -23.3% |
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