-89.7%
CGC vs SPY
+78.1%
-167.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | -14.0% | +2.6% | -16.6% | -17.1% |
| 30D | -21.5% | -2.0% | -19.6% | -19.1% |
| 3M | -44.5% | -2.8% | -41.7% | -42.1% |
| 6M | -48.5% | +2.1% | -50.7% | -50.1% |
| YTD | -50.8% | +11.5% | -62.3% | -57.6% |
| 1Y | -49.0% | +13.5% | -62.5% | -57.6% |
| 3Y | -89.7% | +77.7% | -167.4% | -90.2% |
| All | -89.7% | +78.1% | -167.8% | -90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling