+3,029.2%
SPY vs CI
+6,374.4%
-3,345.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +0.1% | +0.1% | -0.1% | 0.0% |
| 30D | -3.3% | +4.7% | -8.0% | -4.6% |
| 3M | -2.4% | +5.2% | -7.6% | -3.9% |
| 6M | +2.6% | +3.8% | -1.2% | +0.9% |
| YTD | +11.2% | +9.2% | +2.0% | +7.6% |
| 1Y | +13.4% | +14.3% | -0.9% | +8.3% |
| 3Y | +79.9% | +8.4% | +71.5% | +68.7% |
| 5Y | +72.2% | +50.0% | +22.1% | +46.1% |
| 10Y | +307.3% | +142.2% | +165.1% | +193.4% |
| All | +3,029.2% | +6,374.4% | -3,345.2% | +736.4% |
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