+322.2%
CIVB vs SPY
+2,878.3%
-2,556.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +0.9% | +2.6% | -1.7% | -0.2% |
| 30D | +8.8% | -2.0% | +10.8% | +9.7% |
| 3M | +0.6% | -2.8% | +3.4% | +1.7% |
| 6M | +18.5% | +2.1% | +16.4% | +17.1% |
| YTD | +32.3% | +11.5% | +20.8% | +25.8% |
| 1Y | +34.2% | +13.5% | +20.7% | +26.6% |
| 3Y | +117.5% | +77.7% | +39.8% | +69.6% |
| 5Y | +33.0% | +72.6% | -39.6% | +4.4% |
| 10Y | +143.0% | +308.2% | -165.2% | +47.5% |
| All | +322.2% | +2,878.3% | -2,556.1% | +41.5% |
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