+3,047.6%
SPY vs CI
+6,389.1%
-3,341.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.1% |
| 7D | +3.3% | -1.7% | +5.0% | +3.7% |
| 30D | -2.7% | +4.9% | -7.5% | -4.0% |
| 3M | -1.7% | +7.4% | -9.1% | -3.8% |
| 6M | +3.1% | +0.4% | +2.7% | +2.3% |
| YTD | +11.9% | +9.5% | +2.4% | +8.2% |
| 1Y | +12.0% | +12.0% | 0.0% | +7.6% |
| 3Y | +78.2% | +7.1% | +71.1% | +67.7% |
| 5Y | +73.2% | +49.3% | +23.9% | +47.2% |
| 10Y | +309.6% | +146.6% | +163.0% | +193.7% |
| All | +3,047.6% | +6,389.1% | -3,341.5% | +740.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling