+10,879.3%
CIGI vs SPY
+2,742.2%
+8,137.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.2% | -3.4% |
| 7D | -3.9% | +0.5% | -4.4% | -4.2% |
| 30D | -6.1% | -0.9% | -5.2% | -5.6% |
| 3M | -1.4% | +3.9% | -5.3% | -3.7% |
| 6M | -17.7% | +14.5% | -32.3% | -24.3% |
| YTD | -35.1% | +12.9% | -48.0% | -39.6% |
| 1Y | -42.7% | +19.4% | -62.0% | -48.4% |
| 3Y | -15.8% | +78.5% | -94.3% | -39.8% |
| 5Y | -29.4% | +81.8% | -111.1% | -49.5% |
| 10Y | +129.8% | +311.5% | -181.7% | +12.4% |
| All | +10,879.3% | +2,742.2% | +8,137.1% | +4,289.8% |
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