+188.9%
CSGP vs MTUM
+486.2%
-297.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.5% | -5.9% |
| 7D | +1.3% | -10.2% | +11.5% | +8.1% |
| 30D | +10.7% | -20.9% | +31.6% | +27.5% |
| 3M | +3.3% | -17.1% | +20.4% | +14.3% |
| 6M | -10.3% | -14.5% | +4.2% | -8.2% |
| YTD | -54.6% | +2.3% | -56.9% | -60.6% |
| 1Y | -54.6% | +4.0% | -58.6% | -61.4% |
| 3Y | -60.3% | +80.7% | -141.0% | -80.5% |
| 5Y | -63.3% | +40.1% | -103.4% | -76.9% |
| 10Y | +66.5% | +285.9% | -219.4% | -66.0% |
| All | +188.9% | +486.2% | -297.3% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling