-26.1%
CGEM vs SPY
+117.9%
-144.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +1.8% | +0.1% | +1.7% | +1.6% |
| 30D | +25.4% | +0.1% | +25.4% | +25.3% |
| 3M | +53.1% | +2.0% | +51.1% | +49.3% |
| 6M | +35.5% | +13.0% | +22.5% | +16.1% |
| YTD | +113.4% | +13.5% | +99.9% | +81.4% |
| 1Y | +219.7% | +20.0% | +199.7% | +154.2% |
| 3Y | +103.6% | +77.2% | +26.4% | -2.0% |
| 5Y | -23.7% | +81.9% | -105.6% | -62.9% |
| All | -26.1% | +117.9% | -144.1% | -73.6% |
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 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