+319.7%
SPY vs CG
+324.5%
-4.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.8% |
| 7D | -0.4% | -6.4% | +6.1% | +1.8% |
| 30D | -1.4% | -7.1% | +5.7% | +0.8% |
| 3M | +3.7% | -1.6% | +5.3% | +3.7% |
| 6M | +13.0% | -8.3% | +21.3% | +15.1% |
| YTD | +12.4% | -23.8% | +36.2% | +20.8% |
| 1Y | +18.5% | -28.7% | +47.3% | +29.6% |
| 3Y | +77.6% | +49.2% | +28.5% | +44.9% |
| 5Y | +81.7% | +5.5% | +76.2% | +60.2% |
| 10Y | +319.7% | +331.2% | -11.6% | +144.1% |
| All | +319.7% | +324.5% | -4.8% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling