-63.3%
CSGP vs MTUM
+117.2%
-180.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | -5.1% | +4.1% | -9.2% | -5.5% |
| 30D | +0.3% | -0.2% | +0.5% | +0.3% |
| 3M | -9.1% | -1.9% | -7.2% | -10.2% |
| 6M | -37.3% | +28.1% | -65.4% | -45.3% |
| YTD | -54.9% | +23.6% | -78.4% | -60.0% |
| 1Y | -65.5% | +26.1% | -91.7% | -69.9% |
| 3Y | -63.3% | +116.8% | -180.1% | -78.4% |
| All | -63.3% | +117.2% | -180.4% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling