+40.1%
CGCV vs SPY
+41.1%
-1.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +0.4% | -0.6% | +1.0% | +0.8% |
| 30D | +2.6% | -3.7% | +6.2% | +5.1% |
| 3M | 0.0% | -2.7% | +2.8% | +1.8% |
| 6M | +8.0% | +2.2% | +5.8% | +6.2% |
| YTD | +11.8% | +10.8% | +1.0% | +4.0% |
| 1Y | +13.5% | +11.2% | +2.3% | +5.3% |
| All | +40.1% | +41.1% | -1.0% | +10.6% |
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