+132.3%
CIGI vs SPY
+322.5%
-190.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.5% |
| 7D | -5.7% | -0.8% | -5.0% | -4.9% |
| 30D | -7.4% | -1.1% | -6.4% | -6.3% |
| 3M | -3.7% | +3.9% | -7.6% | -7.5% |
| 6M | -14.8% | +13.6% | -28.4% | -25.6% |
| YTD | -36.4% | +12.7% | -49.1% | -43.9% |
| 1Y | -44.4% | +17.5% | -61.9% | -53.0% |
| 3Y | -18.7% | +76.9% | -95.6% | -55.0% |
| 5Y | -28.4% | +83.6% | -112.0% | -61.7% |
| All | +132.3% | +322.5% | -190.2% | -36.2% |
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 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