+350.2%
CG vs SPY
+603.3%
-253.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -5.1% | +0.1% | -5.1% | -5.0% |
| 3M | +8.7% | +2.0% | +6.7% | +5.9% |
| 6M | -9.2% | +13.0% | -22.2% | -23.1% |
| YTD | -18.9% | +13.5% | -32.4% | -31.4% |
| 1Y | -25.6% | +20.0% | -45.6% | -41.6% |
| 3Y | +57.3% | +77.2% | -19.9% | -23.3% |
| 5Y | +10.2% | +81.9% | -71.7% | -45.7% |
| 10Y | +364.2% | +314.1% | +50.2% | -11.2% |
| All | +350.2% | +603.3% | -253.2% | -45.2% |
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