-56.4%
CSGP vs MTUM
+10.6%
-67.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.5% |
| 7D | -6.1% | +10.8% | -16.9% | -0.7% |
| 30D | +0.3% | -11.4% | +11.7% | -5.8% |
| 3M | -1.3% | -11.7% | +10.4% | -7.1% |
| 6M | -8.9% | -8.2% | -0.7% | -14.0% |
| YTD | -55.2% | +11.3% | -66.5% | -57.6% |
| 1Y | -56.4% | +11.0% | -67.4% | -58.8% |
| All | -56.4% | +10.6% | -67.0% | -58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling