-26.8%
CIM vs SPY
+318.9%
-345.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.2% |
| 7D | -3.4% | -2.0% | -1.4% | -1.5% |
| 30D | -6.1% | -1.7% | -4.4% | -4.5% |
| 3M | -12.6% | +4.7% | -17.3% | -16.6% |
| 6M | -11.2% | +12.5% | -23.7% | -21.0% |
| YTD | -3.6% | +11.7% | -15.3% | -13.8% |
| 1Y | -12.3% | +17.5% | -29.8% | -25.5% |
| 3Y | -10.6% | +76.6% | -87.2% | -49.5% |
| 5Y | -54.5% | +82.0% | -136.6% | -75.0% |
| All | -26.8% | +318.9% | -345.7% | -77.1% |
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