+578.4%
SPY vs CG
+281.3%
+297.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.7% | -1.2% | -1.5% | -2.4% |
| 30D | -5.4% | +5.0% | -10.4% | -6.9% |
| 3M | -4.1% | -18.2% | +14.1% | +1.3% |
| 6M | +0.7% | -20.7% | +21.4% | +6.9% |
| YTD | +8.7% | -31.4% | +40.1% | +19.6% |
| 1Y | +10.9% | -22.3% | +33.1% | +17.2% |
| 3Y | +75.0% | +50.2% | +24.8% | +45.8% |
| 5Y | +67.8% | -22.1% | +89.8% | +64.2% |
| 10Y | +312.9% | +295.5% | +17.3% | +154.8% |
| All | +578.4% | +281.3% | +297.0% | +310.3% |
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