-64.8%
SPCH vs CI
-0.5%
-64.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -2.6% | +19.4% | +16.4% |
| 7D | -3.0% | -1.6% | -1.5% | -3.1% |
| 30D | -39.8% | +5.4% | -45.2% | -42.5% |
| 3M | +16.8% | +7.3% | +9.6% | +8.0% |
| All | -64.8% | -0.5% | -64.3% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling