-44.3%
CGTL vs SPY
+20.8%
-65.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +9.3% | +0.1% | +9.3% | +9.1% |
| 3M | -19.4% | +2.0% | -21.4% | -20.1% |
| 6M | -84.0% | +13.0% | -97.0% | -85.0% |
| YTD | -75.7% | +13.5% | -89.2% | -76.8% |
| 1Y | -44.3% | +20.0% | -64.2% | -45.9% |
| All | -44.3% | +20.8% | -65.1% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling