+444.1%
CIX vs SPY
+312.9%
+131.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.5% |
| 7D | +6.8% | -2.7% | +9.5% | +8.8% |
| 30D | -1.5% | -5.4% | +3.9% | +2.2% |
| 3M | +30.1% | -4.1% | +34.2% | +33.9% |
| 6M | +60.1% | +0.7% | +59.4% | +58.7% |
| YTD | +71.9% | +8.7% | +63.3% | +61.0% |
| 1Y | +82.9% | +10.9% | +72.0% | +68.4% |
| 3Y | +151.6% | +75.0% | +76.6% | +72.3% |
| 5Y | +153.6% | +67.8% | +85.8% | +76.1% |
| All | +444.1% | +312.9% | +131.3% | +101.5% |
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 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