-54.8%
CSGP vs MTUM
+9.1%
-64.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +1.8% |
| 7D | +1.3% | +6.6% | -5.3% | +5.0% |
| 30D | +2.8% | -10.8% | +13.6% | -3.2% |
| 3M | -6.3% | -13.8% | +7.5% | -13.0% |
| 6M | -3.2% | -10.7% | +7.5% | -9.6% |
| YTD | -54.0% | +9.1% | -63.0% | -56.8% |
| 1Y | -54.8% | +11.4% | -66.2% | -57.7% |
| All | -54.8% | +9.1% | -64.0% | -57.7% |
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