+60.0%
CSGP vs MTUM
+307.2%
-247.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +4.0% |
| 7D | +1.3% | +6.6% | -5.3% | -2.5% |
| 30D | +2.8% | -10.8% | +13.6% | +8.4% |
| 3M | -6.3% | -13.8% | +7.5% | +0.2% |
| 6M | -3.2% | -10.7% | +7.5% | -3.3% |
| YTD | -54.0% | +9.1% | -63.0% | -61.3% |
| 1Y | -54.8% | +11.4% | -66.2% | -62.8% |
| 3Y | -60.6% | +88.8% | -149.4% | -80.1% |
| 5Y | -62.6% | +51.7% | -114.3% | -77.0% |
| All | +60.0% | +307.2% | -247.2% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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