+282.5%
CGW vs SPY
+623.1%
-340.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.4% |
| 7D | +1.2% | +0.5% | +0.6% | +0.7% |
| 30D | -3.3% | -0.9% | -2.3% | -2.4% |
| 3M | +4.3% | +3.9% | +0.5% | +0.6% |
| 6M | -0.4% | +14.5% | -14.9% | -12.1% |
| YTD | +2.5% | +12.9% | -10.4% | -8.5% |
| 1Y | +1.9% | +19.4% | -17.5% | -13.7% |
| 3Y | +39.8% | +78.5% | -38.7% | -20.0% |
| 5Y | +17.2% | +81.8% | -64.6% | -34.5% |
| 10Y | +146.1% | +311.5% | -165.4% | -38.2% |
| All | +282.5% | +623.1% | -340.6% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling