+53.6%
CGIC vs SPY
+43.1%
+10.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +0.5% | -0.4% | +0.9% | +0.8% |
| 30D | +0.7% | -1.4% | +2.0% | +1.7% |
| 3M | +3.9% | +3.7% | +0.2% | +1.2% |
| 6M | +9.9% | +13.0% | -3.1% | +0.8% |
| YTD | +14.9% | +12.4% | +2.5% | +5.8% |
| 1Y | +24.6% | +18.5% | +6.0% | +10.8% |
| All | +53.6% | +43.1% | +10.5% | +19.0% |
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