-99.7%
CIIT vs SPY
+459.7%
-559.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.4% |
| 7D | +33.7% | +0.1% | +33.6% | +33.9% |
| 30D | -7.1% | -3.3% | -3.8% | -5.8% |
| 3M | -35.5% | -2.4% | -33.1% | -34.9% |
| 6M | -83.5% | +2.6% | -86.1% | -83.7% |
| YTD | -90.0% | +11.2% | -101.2% | -90.4% |
| 1Y | -94.6% | +13.4% | -108.0% | -94.9% |
| 3Y | -95.1% | +79.9% | -175.0% | -96.1% |
| 5Y | -95.5% | +72.2% | -167.7% | -96.4% |
| 10Y | -98.3% | +307.3% | -405.6% | -98.4% |
| All | -99.7% | +459.7% | -559.4% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling