+303.9%
SPY vs CI
+166.5%
+137.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.0% |
| 7D | -2.7% | -1.6% | -1.1% | -2.3% |
| 30D | -5.4% | +5.4% | -10.8% | -6.8% |
| 3M | -4.1% | +7.3% | -11.3% | -6.1% |
| 6M | +0.7% | +5.3% | -4.6% | -1.4% |
| YTD | +8.7% | +8.5% | +0.2% | +5.2% |
| 1Y | +10.9% | +17.1% | -6.2% | +4.9% |
| 3Y | +75.0% | +1.4% | +73.6% | +66.1% |
| 5Y | +67.8% | +50.5% | +17.3% | +35.9% |
| All | +303.9% | +166.5% | +137.4% | +177.1% |
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