+304.8%
SPY vs CI
+147.8%
+157.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.0% |
| 7D | -0.6% | +2.6% | -3.2% | -1.3% |
| 30D | -3.7% | +7.3% | -11.0% | -5.6% |
| 3M | -2.7% | +9.5% | -12.2% | -5.3% |
| 6M | +2.2% | +6.4% | -4.2% | -0.2% |
| YTD | +10.8% | +12.0% | -1.2% | +6.3% |
| 1Y | +11.2% | +20.1% | -8.8% | +4.6% |
| 3Y | +76.5% | +9.6% | +66.9% | +63.5% |
| 5Y | +72.9% | +52.7% | +20.2% | +39.7% |
| 10Y | +304.8% | +150.3% | +154.6% | +178.5% |
| All | +304.8% | +147.8% | +157.0% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling