-18.3%
CGABL vs SPY
+79.8%
-98.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -0.6% | -2.0% | +1.4% | +0.2% |
| 30D | -1.6% | -1.7% | 0.0% | -1.0% |
| 3M | 0.0% | +4.7% | -4.7% | -1.9% |
| 6M | -6.7% | +12.5% | -19.2% | -11.1% |
| YTD | -2.6% | +11.7% | -14.3% | -7.0% |
| 1Y | -7.7% | +17.5% | -25.2% | -13.8% |
| 3Y | +20.9% | +76.6% | -55.7% | -7.7% |
| 5Y | -18.3% | +82.0% | -100.3% | -40.4% |
| All | -18.3% | +79.8% | -98.0% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling