-92.3%
CGTX vs SPY
+83.9%
-176.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.2% |
| 7D | -6.7% | -2.0% | -4.7% | -4.0% |
| 30D | -3.9% | -1.7% | -2.3% | -1.6% |
| 3M | -14.0% | +4.7% | -18.8% | -19.5% |
| 6M | -12.5% | +12.5% | -25.0% | -24.0% |
| YTD | -27.4% | +11.7% | -39.1% | -36.2% |
| 1Y | -61.0% | +17.5% | -78.4% | -67.7% |
| 3Y | -34.7% | +76.6% | -111.2% | -64.3% |
| All | -92.3% | +83.9% | -176.2% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling