+74.6%
CGGO vs SPY
+98.1%
-23.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.6% |
| 7D | +2.1% | +0.5% | +1.5% | +1.5% |
| 30D | -0.1% | -0.9% | +0.8% | +0.8% |
| 3M | +2.0% | +3.9% | -1.9% | -1.7% |
| 6M | +16.6% | +14.5% | +2.1% | +2.6% |
| YTD | +17.1% | +12.9% | +4.2% | +4.5% |
| 1Y | +23.8% | +19.4% | +4.5% | +4.8% |
| 3Y | +76.0% | +78.5% | -2.4% | +0.8% |
| All | +74.6% | +98.1% | -23.5% | -5.8% |
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