-94.0%
CIIT vs SPY
+78.7%
-172.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.5% | -8.3% | -8.6% |
| 7D | -3.8% | +0.5% | -4.4% | -4.1% |
| 30D | -23.7% | -0.9% | -22.7% | -23.3% |
| 3M | -76.5% | +3.9% | -80.4% | -76.9% |
| 6M | -88.4% | +14.5% | -103.0% | -89.5% |
| YTD | -88.1% | +12.9% | -101.0% | -89.0% |
| 1Y | -93.9% | +19.4% | -113.3% | -94.6% |
| 3Y | -94.0% | +78.5% | -172.5% | -96.4% |
| All | -94.0% | +78.7% | -172.7% | -96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling