+78.5%
SPY vs CG
+56.8%
+21.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | 0.0% |
| 7D | +0.5% | -1.3% | +1.8% | +0.9% |
| 30D | -0.9% | -3.2% | +2.2% | -0.2% |
| 3M | +3.9% | +6.2% | -2.3% | +1.8% |
| 6M | +14.5% | -4.7% | +19.2% | +15.2% |
| YTD | +12.9% | -20.6% | +33.5% | +18.8% |
| 1Y | +19.4% | -26.4% | +45.7% | +27.8% |
| 3Y | +78.5% | +55.4% | +23.1% | +50.5% |
| All | +78.5% | +56.8% | +21.7% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling