-96.6%
CIFG vs SPY
+12.1%
-108.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.5% | +1.3% | +15.2% | +6.5% |
| 7D | +12.8% | -0.9% | +13.7% | +26.6% |
| 30D | -77.7% | -2.4% | -75.4% | -72.2% |
| 3M | -89.5% | -1.2% | -88.4% | -87.8% |
| 6M | -95.2% | +3.3% | -98.5% | -95.9% |
| YTD | -94.1% | +12.3% | -106.4% | -97.0% |
| All | -96.6% | +12.1% | -108.7% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling