+19.4%
SPY vs CI
-8.5%
+27.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.5% |
| 7D | +0.5% | -2.6% | +3.1% | +0.6% |
| 30D | -0.9% | -2.4% | +1.4% | -0.9% |
| 3M | +3.9% | -4.8% | +8.6% | +4.0% |
| 6M | +14.5% | +2.1% | +12.4% | +14.0% |
| YTD | +12.9% | +1.4% | +11.6% | +12.6% |
| 1Y | +19.4% | -6.8% | +26.1% | +19.7% |
| All | +19.4% | -8.5% | +27.9% | +19.7% |
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 · 6 months rolling