+4.3%
CGCP vs SPY
+95.5%
-91.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.5% | +2.6% | -4.1% | -1.8% |
| 30D | 0.0% | -2.0% | +1.9% | +0.2% |
| 3M | -2.7% | -2.8% | +0.1% | -2.4% |
| 6M | -2.6% | +2.1% | -4.7% | -2.9% |
| YTD | -2.4% | +11.5% | -13.8% | -3.7% |
| 1Y | -1.6% | +13.5% | -15.1% | -3.2% |
| 3Y | +14.6% | +77.7% | -63.1% | +5.7% |
| All | +4.3% | +95.5% | -91.2% | -5.0% |
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