+7.5%
CGIB vs SPY
+43.1%
-35.7%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | 0.0% | -0.4% | +0.3% | 0.0% |
| 30D | -0.7% | -1.4% | +0.7% | -0.6% |
| 3M | -0.3% | +3.7% | -4.0% | -0.4% |
| 6M | -0.4% | +13.0% | -13.4% | -0.8% |
| YTD | 0.0% | +12.4% | -12.4% | -0.4% |
| 1Y | +1.0% | +18.5% | -17.5% | +0.6% |
| All | +7.5% | +43.1% | -35.7% | +7.6% |
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 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