-66.7%
CIFG vs SPY
+12.7%
-79.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.5% | +8.9% | +12.7% |
| 7D | +56.3% | +0.5% | +55.8% | +51.4% |
| 30D | +2.5% | -0.9% | +3.4% | +11.0% |
| 3M | -63.6% | +3.9% | -67.5% | -73.5% |
| 6M | -14.1% | +14.5% | -28.6% | -66.0% |
| YTD | -42.1% | +12.9% | -55.0% | -73.3% |
| All | -66.7% | +12.7% | -79.4% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling