+443.5%
CIG vs SPY
+1,631.4%
-1,187.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +7.5% | +0.1% | +7.4% | +7.4% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | +4.1% | +2.0% | +2.1% | +1.6% |
| 6M | +1.5% | +13.0% | -11.5% | -11.2% |
| YTD | +13.7% | +13.5% | +0.2% | -1.1% |
| 1Y | +11.5% | +20.0% | -8.5% | -8.6% |
| 3Y | +63.8% | +77.2% | -13.4% | -14.7% |
| 5Y | +92.8% | +81.9% | +10.9% | -6.1% |
| 10Y | +130.9% | +314.1% | -183.2% | -53.5% |
| All | +443.5% | +1,631.4% | -1,187.9% | -69.2% |
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