+241.1%
CINF vs SPY
+307.0%
-65.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +2.2% | +2.6% | -0.3% | -0.1% |
| 30D | +13.8% | -2.0% | +15.8% | +15.5% |
| 3M | +10.5% | -2.8% | +13.2% | +12.9% |
| 6M | +17.5% | +2.1% | +15.3% | +14.0% |
| YTD | +18.1% | +11.5% | +6.6% | +5.2% |
| 1Y | +16.8% | +13.5% | +3.3% | +2.2% |
| 3Y | +105.6% | +77.7% | +27.9% | +13.8% |
| 5Y | +75.8% | +72.6% | +3.2% | -0.6% |
| All | +241.1% | +307.0% | -65.9% | -21.7% |
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