+281.1%
CG vs SPYG
+735.3%
-454.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +2.1% |
| 7D | +0.2% | +2.3% | -2.2% | -2.4% |
| 30D | +11.2% | -6.5% | +17.6% | +19.5% |
| 3M | -22.1% | -6.8% | -15.2% | -15.9% |
| 6M | -17.9% | -3.1% | -14.8% | -15.6% |
| YTD | -31.3% | +8.0% | -39.3% | -37.8% |
| 1Y | -24.0% | +10.2% | -34.2% | -32.8% |
| 3Y | +45.0% | +91.0% | -46.0% | -30.8% |
| 5Y | -22.6% | +67.7% | -90.4% | -56.3% |
| 10Y | +282.1% | +393.9% | -111.8% | -32.1% |
| All | +281.1% | +735.3% | -454.2% | -56.5% |
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