+367.3%
CIG vs SPY
+1,606.2%
-1,238.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.8% |
| 7D | +1.1% | +3.3% | -2.2% | -2.3% |
| 30D | -21.4% | -2.7% | -18.7% | -19.4% |
| 3M | -6.1% | -1.7% | -4.4% | -4.8% |
| 6M | -18.7% | +3.1% | -21.7% | -21.9% |
| YTD | -2.2% | +11.9% | -14.1% | -14.0% |
| 1Y | -13.9% | +12.0% | -25.8% | -24.4% |
| 3Y | +32.7% | +78.2% | -45.5% | -31.7% |
| 5Y | +71.1% | +73.2% | -2.2% | -12.2% |
| 10Y | +144.0% | +309.6% | -165.7% | -50.7% |
| All | +367.3% | +1,606.2% | -1,238.9% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling