+32.5%
CGMS vs SPY
+106.9%
-74.4%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +0.7% | -3.3% | +4.0% | +1.3% |
| 3M | -1.4% | -2.4% | +1.1% | -1.0% |
| 6M | -1.1% | +2.6% | -3.7% | -1.6% |
| YTD | +0.4% | +11.2% | -10.8% | -1.6% |
| 1Y | +1.6% | +13.4% | -11.7% | -0.8% |
| 3Y | +23.4% | +79.9% | -56.5% | +8.3% |
| All | +32.5% | +106.9% | -74.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling