+47.5%
CGNG vs SPY
+42.2%
+5.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | -0.6% | -2.0% | +1.4% | +1.3% |
| 30D | +0.7% | -1.7% | +2.3% | +2.2% |
| 3M | +5.2% | +4.7% | +0.5% | +1.1% |
| 6M | +11.2% | +12.5% | -1.3% | +0.9% |
| YTD | +14.8% | +11.7% | +3.1% | +4.8% |
| 1Y | +22.2% | +17.5% | +4.7% | +7.5% |
| All | +47.5% | +42.2% | +5.3% | +11.7% |
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