-96.8%
CGC vs SPY
+311.3%
-408.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.1% |
| 7D | -0.9% | +0.5% | -1.5% | -1.7% |
| 30D | -0.4% | -0.9% | +0.5% | +0.9% |
| 3M | -5.3% | +3.9% | -9.2% | -10.8% |
| 6M | -9.7% | +14.5% | -24.2% | -25.3% |
| YTD | -15.3% | +12.9% | -28.2% | -28.5% |
| 1Y | -28.4% | +19.4% | -47.8% | -44.2% |
| 3Y | -89.6% | +78.5% | -168.1% | -95.2% |
| 5Y | -99.4% | +81.8% | -181.1% | -99.7% |
| 10Y | -96.8% | +311.5% | -408.3% | -99.3% |
| All | -96.8% | +311.3% | -408.1% | -99.3% |
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