+158.0%
CIG vs SPY
+318.9%
-160.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.4% |
| 7D | +2.8% | -2.0% | +4.8% | +4.7% |
| 30D | +12.2% | -1.7% | +13.8% | +13.9% |
| 3M | +10.1% | +4.7% | +5.4% | +5.1% |
| 6M | +2.6% | +12.5% | -9.9% | -8.7% |
| YTD | +17.4% | +11.7% | +5.7% | +5.2% |
| 1Y | +15.7% | +17.5% | -1.8% | -1.3% |
| 3Y | +74.8% | +76.6% | -1.8% | -4.0% |
| 5Y | +106.3% | +82.0% | +24.3% | +6.2% |
| All | +158.0% | +318.9% | -160.9% | -58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling