+19.5%
CGMU vs SPY
+109.6%
-90.1%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -0.8% | -0.8% | -0.1% | -0.8% |
| 30D | -2.1% | -1.1% | -1.0% | -2.0% |
| 3M | -2.3% | +3.9% | -6.1% | -2.4% |
| 6M | -2.0% | +13.6% | -15.6% | -2.6% |
| YTD | -0.8% | +12.7% | -13.5% | -1.4% |
| 1Y | +0.8% | +17.5% | -16.7% | 0.0% |
| 3Y | +12.1% | +76.9% | -64.8% | +8.6% |
| All | +19.5% | +109.6% | -90.1% | +14.6% |
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 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