+48.9%
CGNG vs SPY
+43.5%
+5.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.1% |
| 7D | -0.8% | -0.8% | 0.0% | -0.1% |
| 30D | +0.8% | -1.1% | +1.8% | +1.8% |
| 3M | +1.9% | +3.9% | -2.0% | -1.4% |
| 6M | +12.5% | +13.6% | -1.1% | +1.2% |
| YTD | +15.8% | +12.7% | +3.1% | +4.9% |
| 1Y | +22.1% | +17.5% | +4.6% | +7.3% |
| All | +48.9% | +43.5% | +5.4% | +11.8% |
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