-31.9%
CGTX vs SPY
+75.5%
-107.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | 0.0% |
| 7D | -6.7% | -2.0% | -4.7% | -3.4% |
| 30D | -3.9% | -1.7% | -2.3% | -1.0% |
| 3M | -14.0% | +4.7% | -18.8% | -21.0% |
| 6M | -12.5% | +12.5% | -25.0% | -27.5% |
| YTD | -27.4% | +11.7% | -39.1% | -39.1% |
| 1Y | -61.0% | +17.5% | -78.4% | -69.4% |
| All | -31.9% | +75.5% | -107.4% | -65.4% |
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 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