-73.9%
CURI vs SPY
+82.0%
-155.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.2% |
| 7D | +7.0% | +0.1% | +6.9% | +6.8% |
| 30D | +7.0% | +0.1% | +6.9% | +7.2% |
| 3M | -11.2% | +2.0% | -13.2% | -13.2% |
| 6M | -14.6% | +13.0% | -27.6% | -27.3% |
| YTD | -22.7% | +13.5% | -36.3% | -34.5% |
| 1Y | -33.6% | +20.0% | -53.6% | -48.0% |
| 3Y | +299.7% | +77.2% | +222.5% | +73.7% |
| All | -73.9% | +82.0% | -155.9% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling