-99.5%
CING vs SPY
+74.3%
-173.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.3% |
| 7D | +1.6% | +0.5% | +1.0% | +1.0% |
| 30D | -2.8% | -0.9% | -1.9% | -1.9% |
| 3M | +14.6% | +3.9% | +10.7% | +10.0% |
| 6M | -19.3% | +14.5% | -33.8% | -29.8% |
| YTD | +19.6% | +12.9% | +6.7% | +5.8% |
| 1Y | +38.4% | +19.4% | +19.0% | +16.2% |
| 3Y | -96.3% | +78.5% | -174.7% | -97.9% |
| All | -99.5% | +74.3% | -173.8% | -99.7% |
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