+307.1%
CIVB vs SPY
+2,933.2%
-2,626.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | -3.7% | +0.1% | -3.8% | -3.7% |
| 3M | +7.1% | +2.0% | +5.1% | +6.0% |
| 6M | +20.1% | +13.0% | +7.1% | +13.7% |
| YTD | +27.6% | +13.5% | +14.1% | +20.5% |
| 1Y | +34.9% | +20.0% | +14.9% | +24.3% |
| 3Y | +79.1% | +77.2% | +1.9% | +40.0% |
| 5Y | +40.9% | +81.9% | -41.0% | +8.3% |
| 10Y | +146.6% | +314.1% | -167.4% | +48.8% |
| All | +307.1% | +2,933.2% | -2,626.1% | +35.5% |
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