+5.2%
CGCP vs SPY
+97.0%
-91.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | +1.0% | -2.4% | +3.3% | +1.3% |
| 3M | -1.5% | -1.2% | -0.3% | -1.4% |
| 6M | -1.9% | +3.3% | -5.2% | -2.3% |
| YTD | -1.6% | +12.3% | -13.9% | -3.0% |
| 1Y | -1.3% | +12.4% | -13.7% | -2.7% |
| 3Y | +16.0% | +78.8% | -62.9% | +6.9% |
| All | +5.2% | +97.0% | -91.8% | -4.3% |
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 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