-98.0%
CGC vs SPY
+387.1%
-485.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -4.0% |
| 7D | -0.2% | -2.7% | +2.6% | +4.0% |
| 30D | -25.7% | -5.4% | -20.3% | -19.6% |
| 3M | -30.0% | -4.1% | -26.0% | -25.7% |
| 6M | -43.3% | +0.7% | -44.0% | -43.9% |
| YTD | -42.8% | +8.7% | -51.5% | -48.4% |
| 1Y | -40.2% | +10.9% | -51.1% | -47.8% |
| 3Y | -88.8% | +75.0% | -163.8% | -94.5% |
| 5Y | -99.4% | +67.8% | -167.2% | -99.7% |
| 10Y | -98.7% | +312.9% | -411.6% | -99.7% |
| All | -98.0% | +387.1% | -485.2% | -99.5% |
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