+311.5%
SPY vs CI
+142.6%
+168.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | +0.5% | -2.0% | +2.6% | +1.1% |
| 30D | -0.9% | -1.8% | +0.9% | -0.5% |
| 3M | +3.9% | -4.2% | +8.1% | +4.7% |
| 6M | +14.5% | +2.7% | +11.8% | +12.9% |
| YTD | +12.9% | +1.9% | +11.0% | +11.3% |
| 1Y | +19.4% | -6.3% | +25.6% | +19.4% |
| 3Y | +78.5% | +3.9% | +74.6% | +67.3% |
| 5Y | +81.8% | +41.9% | +39.9% | +49.8% |
| 10Y | +311.5% | +140.4% | +171.1% | +186.5% |
| All | +311.5% | +142.6% | +168.9% | +186.5% |
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