+7.8%
CGIB vs SPY
+43.8%
-36.0%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | -0.6% | -0.9% | +0.3% | -0.6% |
| 3M | +0.2% | +3.9% | -3.7% | 0.0% |
| 6M | -0.3% | +14.5% | -14.8% | -0.7% |
| YTD | +0.3% | +12.9% | -12.6% | -0.1% |
| 1Y | +1.3% | +19.4% | -18.1% | +0.8% |
| All | +7.8% | +43.8% | -36.0% | +7.9% |
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