+27.3%
CGVV vs SPY
+25.6%
+1.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +2.6% | +2.6% | 0.0% | +0.3% |
| 30D | +2.6% | -2.0% | +4.6% | +4.3% |
| 3M | -1.6% | -2.8% | +1.2% | +0.8% |
| 6M | +6.7% | +2.1% | +4.6% | +4.4% |
| YTD | +19.6% | +11.5% | +8.1% | +7.8% |
| 1Y | +22.9% | +13.5% | +9.5% | +9.2% |
| All | +27.3% | +25.6% | +1.8% | +3.6% |
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