-45.9%
CIM vs SPY
+641.4%
-687.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -1.8% | +0.1% | -1.8% | -1.8% |
| 3M | -9.4% | +2.0% | -11.4% | -11.6% |
| 6M | -9.4% | +13.0% | -22.4% | -21.2% |
| YTD | +0.4% | +13.5% | -13.1% | -13.3% |
| 1Y | -9.9% | +20.0% | -29.9% | -27.0% |
| 3Y | -10.6% | +77.2% | -87.8% | -53.6% |
| 5Y | -53.9% | +81.9% | -135.8% | -76.6% |
| 10Y | -27.0% | +314.1% | -341.0% | -86.2% |
| All | -45.9% | +641.4% | -687.3% | -95.2% |
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