-99.4%
CGC vs SPY
+82.0%
-181.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.7% |
| 7D | -2.7% | +0.1% | -2.8% | -2.9% |
| 30D | +4.4% | +0.1% | +4.3% | +4.2% |
| 3M | -6.4% | +2.0% | -8.4% | -10.6% |
| 6M | -9.9% | +13.0% | -22.9% | -28.4% |
| YTD | -14.6% | +13.5% | -28.2% | -32.8% |
| 1Y | -29.5% | +20.0% | -49.5% | -50.2% |
| 3Y | -82.3% | +77.2% | -159.5% | -94.2% |
| All | -99.4% | +82.0% | -181.5% | -99.8% |
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