+413.8%
CGO vs SPY
+828.8%
-415.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +0.3% | +2.6% | -2.3% | -1.9% |
| 30D | -1.8% | -2.0% | +0.1% | -0.1% |
| 3M | -9.7% | -2.8% | -7.0% | -7.4% |
| 6M | -10.0% | +2.1% | -12.1% | -11.4% |
| YTD | +10.0% | +11.5% | -1.5% | +0.5% |
| 1Y | +9.8% | +13.5% | -3.6% | -1.2% |
| 3Y | +76.7% | +77.7% | -1.0% | +7.5% |
| 5Y | +13.9% | +72.6% | -58.7% | -29.9% |
| 10Y | +176.1% | +308.2% | -132.0% | -19.3% |
| All | +413.8% | +828.8% | -415.0% | -15.2% |
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