+828.4%
SPYM vs CI
+739.0%
+89.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +0.1% | +4.4% | -4.4% | -1.1% |
| 3M | +2.0% | +0.7% | +1.4% | +1.5% |
| 6M | +13.1% | +0.3% | +12.7% | +12.2% |
| YTD | +13.6% | +3.8% | +9.8% | +11.6% |
| 1Y | +20.1% | -5.5% | +25.6% | +19.8% |
| 3Y | +77.6% | +8.1% | +69.4% | +66.5% |
| 5Y | +82.5% | +42.8% | +39.7% | +56.6% |
| 10Y | +317.6% | +143.9% | +173.7% | +200.4% |
| All | +828.4% | +739.0% | +89.5% | +320.7% |
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