-30.1%
CIGI vs SPY
+79.8%
-109.8%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.2% |
| 7D | -9.5% | -2.0% | -7.5% | -7.6% |
| 30D | -12.0% | -1.7% | -10.4% | -10.4% |
| 3M | -7.6% | +4.7% | -12.3% | -12.2% |
| 6M | -18.3% | +12.5% | -30.8% | -28.3% |
| YTD | -37.9% | +11.7% | -49.6% | -44.9% |
| 1Y | -44.7% | +17.5% | -62.2% | -53.5% |
| 3Y | -19.4% | +76.6% | -96.0% | -56.9% |
| 5Y | -30.1% | +82.0% | -112.1% | -63.7% |
| All | -30.1% | +79.8% | -109.8% | -63.7% |
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