-95.8%
CIIT vs SPY
+14.6%
-110.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +3.3% |
| 7D | -5.1% | -0.7% | -4.4% | -5.3% |
| 30D | -33.8% | -1.0% | -32.8% | -33.9% |
| 3M | -54.7% | -0.3% | -54.4% | -54.7% |
| 6M | -87.7% | +7.3% | -95.0% | -88.3% |
| YTD | -92.7% | +13.3% | -106.0% | -93.4% |
| 1Y | -95.8% | +14.8% | -110.6% | -96.2% |
| All | -95.8% | +14.6% | -110.4% | -96.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling