-95.6%
CING vs SPY
+75.1%
-170.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.2% |
| 7D | -14.5% | -2.7% | -11.8% | -12.0% |
| 30D | -12.5% | -5.4% | -7.1% | -7.4% |
| 3M | -15.6% | -4.1% | -11.6% | -12.0% |
| 6M | -20.1% | +0.7% | -20.8% | -20.9% |
| YTD | -1.8% | +8.7% | -10.5% | -9.7% |
| 1Y | +15.8% | +10.9% | +4.9% | +4.7% |
| 3Y | -95.6% | +75.0% | -170.6% | -94.8% |
| All | -95.6% | +75.1% | -170.6% | -94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling