-63.2%
SPCH vs CI
+3.5%
-66.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.4% | -10.9% | -7.2% |
| 7D | -13.4% | +3.5% | -16.9% | -13.1% |
| 30D | -39.6% | +12.6% | -52.2% | -43.0% |
| 3M | -1.4% | +12.1% | -13.5% | -8.7% |
| All | -63.2% | +3.5% | -66.7% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · Available span rolling