-72.2%
CIFG vs SPY
+12.2%
-84.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -0.5% | -16.3% | -13.0% |
| 7D | +20.9% | -0.4% | +21.3% | +26.5% |
| 30D | -5.2% | -1.4% | -3.8% | +7.0% |
| 3M | -66.4% | +3.7% | -70.1% | -75.1% |
| 6M | -34.8% | +13.0% | -47.8% | -70.9% |
| YTD | -51.8% | +12.4% | -64.2% | -76.8% |
| All | -72.2% | +12.2% | -84.4% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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