-94.9%
CIIT vs SPY
+18.8%
-113.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | -24.3% | -1.4% | -22.9% | -24.2% |
| 3M | -76.6% | +3.7% | -80.3% | -76.5% |
| 6M | -90.1% | +13.0% | -103.1% | -91.5% |
| YTD | -87.9% | +12.4% | -100.3% | -89.3% |
| 1Y | -94.9% | +18.5% | -113.4% | -94.4% |
| All | -94.9% | +18.8% | -113.7% | -94.4% |
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