-95.9%
CGTL vs SPY
+28.6%
-124.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.3% |
| 7D | -4.0% | +0.1% | -4.0% | -3.9% |
| 30D | -29.9% | -3.3% | -26.5% | -29.4% |
| 3M | -40.5% | -2.4% | -38.1% | -40.2% |
| 6M | -85.3% | +2.6% | -87.9% | -85.4% |
| YTD | -86.4% | +11.2% | -97.7% | -86.6% |
| 1Y | -72.9% | +13.4% | -86.3% | -73.2% |
| All | -95.9% | +28.6% | -124.5% | -95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling