-11.5%
CGABL vs SPY
+103.2%
-114.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | +0.4% | +2.0% | -1.6% | -0.5% |
| 6M | -6.1% | +13.0% | -19.1% | -10.6% |
| YTD | -2.0% | +13.5% | -15.5% | -6.9% |
| 1Y | -8.4% | +20.0% | -28.4% | -15.0% |
| 3Y | +16.8% | +77.2% | -60.4% | -10.2% |
| 5Y | -18.0% | +81.9% | -99.9% | -39.9% |
| All | -11.5% | +103.2% | -114.7% | -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 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