+350.2%
CG vs SPYG
+784.4%
-434.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -4.3% | +0.4% | -4.7% | -4.7% |
| 30D | -5.1% | -0.4% | -4.6% | -4.6% |
| 3M | +8.7% | +0.5% | +8.1% | +7.5% |
| 6M | -9.2% | +17.5% | -26.7% | -25.2% |
| YTD | -18.9% | +14.3% | -33.2% | -30.9% |
| 1Y | -25.6% | +21.7% | -47.3% | -41.2% |
| 3Y | +57.3% | +98.6% | -41.3% | -27.9% |
| 5Y | +10.2% | +85.1% | -74.9% | -43.9% |
| 10Y | +364.2% | +412.0% | -47.8% | -20.6% |
| All | +350.2% | +784.4% | -434.2% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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