-29.8%
CGEM vs SPY
+114.4%
-144.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.7% |
| 7D | -5.2% | -2.0% | -3.3% | -2.8% |
| 30D | +7.0% | -1.7% | +8.6% | +9.3% |
| 3M | +74.3% | +4.7% | +69.5% | +63.9% |
| 6M | +40.8% | +12.5% | +28.3% | +21.4% |
| YTD | +102.9% | +11.7% | +91.2% | +76.1% |
| 1Y | +224.6% | +17.5% | +207.1% | +165.2% |
| 3Y | +103.9% | +76.6% | +27.3% | -1.4% |
| 5Y | -27.0% | +82.0% | -109.0% | -64.6% |
| All | -29.8% | +114.4% | -144.2% | -74.4% |
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