-99.6%
CING vs SPY
+71.7%
-171.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.1% | +2.0% |
| 7D | -11.5% | +0.1% | -11.6% | -11.5% |
| 30D | -9.0% | -3.3% | -5.7% | -5.7% |
| 3M | -16.7% | -2.4% | -14.2% | -14.6% |
| 6M | -15.6% | +2.6% | -18.1% | -18.0% |
| YTD | +2.5% | +11.2% | -8.7% | -7.9% |
| 1Y | +19.3% | +13.4% | +5.9% | +5.3% |
| 3Y | -95.0% | +79.9% | -174.9% | -97.2% |
| All | -99.6% | +71.7% | -171.3% | -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