+92.9%
CGBD vs SPY
+260.9%
-168.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.7% |
| 7D | -2.7% | -0.8% | -2.0% | -2.2% |
| 30D | +2.4% | -1.1% | +3.5% | +3.3% |
| 3M | +7.8% | +3.9% | +3.9% | +4.7% |
| 6M | +10.0% | +13.6% | -3.6% | -0.3% |
| YTD | -2.5% | +12.7% | -15.2% | -11.1% |
| 1Y | -5.6% | +17.5% | -23.1% | -16.8% |
| 3Y | +10.5% | +76.9% | -66.4% | -30.0% |
| 5Y | +50.2% | +83.6% | -33.4% | -9.3% |
| All | +92.9% | +260.9% | -168.0% | -29.4% |
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 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