-70.6%
CGNT vs SPY
+113.1%
-183.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -3.7% | +0.1% | -3.9% | -3.9% |
| 30D | -7.2% | +0.1% | -7.3% | -7.2% |
| 3M | -8.4% | +2.0% | -10.4% | -10.6% |
| 6M | +3.4% | +13.0% | -9.6% | -10.3% |
| YTD | -9.9% | +13.5% | -23.4% | -22.0% |
| 1Y | -2.5% | +20.0% | -22.5% | -21.0% |
| 3Y | +77.2% | +77.2% | 0.0% | -10.1% |
| 5Y | -69.3% | +81.9% | -151.2% | -85.0% |
| All | -70.6% | +113.1% | -183.7% | -88.4% |
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