+3,136.5%
CINF vs SPY
+3,056.6%
+79.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.3% |
| 7D | -0.4% | -0.9% | +0.5% | +0.3% |
| 30D | +14.6% | -2.4% | +17.0% | +16.8% |
| 3M | +10.2% | -1.2% | +11.3% | +10.9% |
| 6M | +17.5% | +3.3% | +14.2% | +12.8% |
| YTD | +18.2% | +12.3% | +5.9% | +4.6% |
| 1Y | +16.8% | +12.4% | +4.4% | +3.1% |
| 3Y | +104.6% | +78.8% | +25.8% | +14.9% |
| 5Y | +75.0% | +75.2% | -0.2% | -0.9% |
| 10Y | +245.5% | +311.1% | -65.6% | -10.9% |
| All | +3,136.5% | +3,056.6% | +79.9% | +135.1% |
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 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