+492.7%
SPCX vs CG
+7.9%
+484.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -1.1% |
| 7D | +13.2% | -1.5% | +14.7% | +12.7% |
| 30D | -10.6% | +5.7% | -16.3% | -8.7% |
| 3M | -4.2% | -17.9% | +13.6% | -9.3% |
| 6M | +536.7% | -14.8% | +551.5% | +512.3% |
| YTD | +542.4% | -32.0% | +574.4% | +517.9% |
| 1Y | +446.0% | -27.0% | +473.0% | +425.2% |
| All | +492.7% | +7.9% | +484.9% | +453.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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