-98.5%
CIIT vs SPY
+312.5%
-411.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | -24.3% | -1.4% | -22.9% | -23.7% |
| 3M | -76.6% | +3.7% | -80.3% | -77.0% |
| 6M | -90.1% | +13.0% | -103.1% | -90.8% |
| YTD | -87.9% | +12.4% | -100.3% | -88.6% |
| 1Y | -94.9% | +18.5% | -113.4% | -95.3% |
| 3Y | -93.9% | +77.6% | -171.5% | -95.5% |
| 5Y | -98.2% | +81.7% | -179.9% | -98.7% |
| 10Y | -98.5% | +319.7% | -418.2% | -97.3% |
| All | -98.5% | +312.5% | -411.0% | -97.3% |
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