-64.5%
CURI vs SPY
+157.8%
-222.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.7% | -0.4% | +21.0% | +21.0% |
| 7D | +13.5% | +3.3% | +10.2% | +10.2% |
| 30D | +3.2% | -2.7% | +5.9% | +5.6% |
| 3M | +5.2% | -1.7% | +7.0% | +6.8% |
| 6M | -0.5% | +3.1% | -3.5% | -2.5% |
| YTD | -18.4% | +11.9% | -30.3% | -25.3% |
| 1Y | -16.1% | +12.0% | -28.1% | -23.5% |
| 3Y | +561.9% | +78.2% | +483.7% | +320.4% |
| 5Y | -59.8% | +73.2% | -133.0% | -74.4% |
| All | -64.5% | +157.8% | -222.4% | -78.3% |
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 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