-98.3%
CIIT vs SPY
+304.1%
-402.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +38.6% | -0.6% | +39.1% | +39.2% |
| 30D | -8.7% | -3.7% | -5.1% | -6.9% |
| 3M | -38.0% | -2.7% | -35.3% | -37.1% |
| 6M | -83.8% | +2.2% | -86.0% | -84.0% |
| YTD | -90.1% | +10.8% | -101.0% | -90.7% |
| 1Y | -94.6% | +11.2% | -105.8% | -94.8% |
| 3Y | -95.2% | +76.5% | -171.7% | -96.4% |
| 5Y | -94.7% | +72.9% | -167.6% | -96.1% |
| 10Y | -98.3% | +304.8% | -403.1% | -97.1% |
| All | -98.3% | +304.1% | -402.4% | -97.1% |
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