+608.8%
SPY vs CG
+351.2%
+257.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +0.1% | -4.3% | +4.4% | +1.4% |
| 30D | +0.1% | -5.1% | +5.1% | +1.4% |
| 3M | +2.0% | +8.7% | -6.7% | -1.0% |
| 6M | +13.0% | -9.2% | +22.2% | +15.3% |
| YTD | +13.5% | -18.9% | +32.4% | +19.2% |
| 1Y | +20.0% | -25.6% | +45.6% | +28.7% |
| 3Y | +77.2% | +57.3% | +19.9% | +46.0% |
| 5Y | +81.9% | +10.2% | +71.7% | +61.0% |
| 10Y | +314.1% | +364.2% | -50.2% | +144.1% |
| All | +608.8% | +351.2% | +257.6% | +309.0% |
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