-11.7%
CGABL vs SPY
+101.6%
-113.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.1% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | -1.6% | -1.1% | -0.5% | -1.2% |
| 3M | 0.0% | +3.9% | -3.8% | -1.5% |
| 6M | -6.5% | +13.6% | -20.1% | -11.2% |
| YTD | -2.2% | +12.7% | -14.9% | -6.9% |
| 1Y | -7.8% | +17.5% | -25.3% | -13.7% |
| 3Y | +21.2% | +76.9% | -55.7% | -6.8% |
| 5Y | -17.9% | +83.6% | -101.5% | -39.6% |
| All | -11.7% | +101.6% | -113.4% | -35.2% |
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 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