-70.0%
CGNT vs SPY
+79.8%
-149.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.2% |
| 7D | -4.7% | -2.0% | -2.7% | -2.4% |
| 30D | -13.8% | -1.7% | -12.1% | -12.0% |
| 3M | -7.9% | +4.7% | -12.6% | -12.8% |
| 6M | -5.8% | +12.5% | -18.3% | -17.8% |
| YTD | -14.0% | +11.7% | -25.8% | -24.2% |
| 1Y | -2.2% | +17.5% | -19.7% | -18.6% |
| 3Y | +71.9% | +76.6% | -4.6% | -12.6% |
| 5Y | -70.0% | +82.0% | -152.0% | -85.5% |
| All | -70.0% | +79.8% | -149.8% | -85.5% |
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