-65.6%
CGEM vs SPY
+114.0%
-179.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.4% |
| 7D | -9.1% | +2.6% | -11.7% | -12.0% |
| 30D | -24.6% | -2.0% | -22.7% | -22.4% |
| 3M | -47.7% | -2.8% | -44.9% | -45.4% |
| 6M | -37.0% | +2.1% | -39.2% | -38.3% |
| YTD | -0.7% | +11.5% | -12.2% | -13.0% |
| 1Y | +24.3% | +13.5% | +10.8% | +6.8% |
| 3Y | +17.2% | +77.7% | -60.5% | -43.3% |
| 5Y | -51.4% | +72.6% | -124.1% | -74.1% |
| All | -65.6% | +114.0% | -179.6% | -87.4% |
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