-67.1%
CIM vs SPY
+633.2%
-700.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.5% | -4.6% |
| 7D | -22.0% | -0.9% | -21.1% | -21.2% |
| 30D | -22.7% | -2.4% | -20.4% | -20.6% |
| 3M | -40.5% | -1.2% | -39.3% | -39.7% |
| 6M | -45.5% | +3.3% | -48.8% | -47.6% |
| YTD | -38.9% | +12.3% | -51.2% | -46.6% |
| 1Y | -36.1% | +12.4% | -48.6% | -44.3% |
| 3Y | -32.1% | +78.8% | -110.9% | -65.2% |
| 5Y | -74.8% | +75.2% | -149.9% | -86.6% |
| 10Y | -55.3% | +311.1% | -366.4% | -91.5% |
| All | -67.1% | +633.2% | -700.3% | -97.0% |
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