-68.9%
CURI vs SPY
+150.4%
-219.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | -3.1% | -2.7% | -0.4% | -0.7% |
| 30D | -14.9% | -5.4% | -9.5% | -10.7% |
| 3M | -3.5% | -4.1% | +0.6% | +0.2% |
| 6M | -14.1% | +0.7% | -14.8% | -14.0% |
| YTD | -28.4% | +8.7% | -37.1% | -32.7% |
| 1Y | -26.8% | +10.9% | -37.7% | -32.6% |
| 3Y | +418.9% | +75.0% | +343.9% | +235.3% |
| 5Y | -66.9% | +67.8% | -134.7% | -78.3% |
| All | -68.9% | +150.4% | -219.3% | -80.5% |
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