+467.5%
CGO vs SPY
+846.0%
-378.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +2.7% | +0.1% | +2.6% | +2.6% |
| 3M | -4.1% | +2.0% | -6.1% | -5.7% |
| 6M | +13.8% | +13.0% | +0.7% | +2.7% |
| YTD | +21.5% | +13.5% | +8.0% | +9.2% |
| 1Y | +20.8% | +20.0% | +0.8% | +3.5% |
| 3Y | +84.2% | +77.2% | +7.0% | +12.2% |
| 5Y | +22.2% | +81.9% | -59.6% | -28.3% |
| 10Y | +186.8% | +314.1% | -127.3% | -17.3% |
| All | +467.5% | +846.0% | -378.4% | -7.9% |
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