+2,801.4%
CINF vs SPY
+3,091.8%
-290.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -3.8% | +0.1% | -3.8% | -3.8% |
| 3M | +7.1% | +2.0% | +5.1% | +4.5% |
| 6M | +3.0% | +13.0% | -10.0% | -8.8% |
| YTD | +6.0% | +13.5% | -7.6% | -6.9% |
| 1Y | +12.4% | +20.0% | -7.5% | -6.4% |
| 3Y | +73.0% | +77.2% | -4.2% | -1.7% |
| 5Y | +60.0% | +81.9% | -21.9% | -12.2% |
| 10Y | +186.4% | +314.1% | -127.7% | -26.3% |
| All | +2,801.4% | +3,091.8% | -290.4% | +109.4% |
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