+97.5%
CGON vs SPY
+61.8%
+35.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -0.9% |
| 7D | -3.2% | +0.5% | -3.8% | -4.0% |
| 30D | -2.3% | -0.9% | -1.3% | -1.0% |
| 3M | +34.9% | +3.9% | +31.0% | +27.6% |
| 6M | +18.6% | +14.5% | +4.1% | -2.8% |
| YTD | +76.8% | +12.9% | +63.9% | +48.0% |
| 1Y | +117.9% | +19.4% | +98.5% | +68.0% |
| All | +97.5% | +61.8% | +35.6% | +4.4% |
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