+439.2%
CIX vs SPY
+1,074.8%
-635.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +8.8% |
| 7D | +24.7% | -0.6% | +25.3% | +25.1% |
| 30D | +12.3% | -3.7% | +16.0% | +14.3% |
| 3M | +46.9% | -2.7% | +49.6% | +48.9% |
| 6M | +89.6% | +2.2% | +87.4% | +87.2% |
| YTD | +95.9% | +10.8% | +85.1% | +85.6% |
| 1Y | +112.3% | +11.2% | +101.0% | +100.4% |
| 3Y | +172.0% | +76.5% | +95.5% | +108.4% |
| 5Y | +194.9% | +72.9% | +122.0% | +126.4% |
| 10Y | +525.4% | +304.8% | +220.6% | +231.0% |
| All | +439.2% | +1,074.8% | -635.6% | +77.3% |
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