+101.4%
CGEM vs SPY
+76.5%
+24.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.2% |
| 7D | -4.6% | -0.4% | -4.2% | -4.2% |
| 30D | +16.6% | -1.4% | +18.0% | +18.5% |
| 3M | +61.7% | +3.7% | +58.0% | +54.5% |
| 6M | +39.2% | +13.0% | +26.2% | +20.2% |
| YTD | +105.9% | +12.4% | +93.5% | +78.5% |
| 1Y | +212.0% | +18.5% | +193.5% | +154.5% |
| All | +101.4% | +76.5% | +24.9% | -9.9% |
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