-93.1%
CGTL vs SPY
+29.9%
-123.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | -8.8% | -0.4% | -8.4% | -8.7% |
| 30D | +5.5% | -1.4% | +6.8% | +5.7% |
| 3M | -34.8% | +3.7% | -38.5% | -35.4% |
| 6M | -79.8% | +13.0% | -92.8% | -80.1% |
| YTD | -77.3% | +12.4% | -89.7% | -77.5% |
| 1Y | -53.0% | +18.5% | -71.5% | -53.7% |
| All | -93.1% | +29.9% | -123.0% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling