-92.3%
CGTX vs SPY
+85.5%
-177.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.9% |
| 7D | -4.6% | -0.8% | -3.8% | -3.5% |
| 30D | -5.5% | -1.1% | -4.4% | -4.0% |
| 3M | -18.1% | +3.9% | -21.9% | -22.5% |
| 6M | -13.8% | +13.6% | -27.4% | -26.1% |
| YTD | -27.2% | +12.7% | -39.9% | -36.8% |
| 1Y | -58.3% | +17.5% | -75.9% | -65.5% |
| 3Y | -31.7% | +76.9% | -108.6% | -62.8% |
| All | -92.3% | +85.5% | -177.8% | -95.8% |
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