+192.3%
CSGP vs MTUM
+599.3%
-407.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -3.7% |
| 7D | -4.1% | +1.7% | -5.8% | -5.3% |
| 30D | +2.3% | -1.7% | +4.0% | +3.1% |
| 3M | -8.2% | -6.3% | -1.8% | -7.8% |
| 6M | -35.1% | +21.8% | -56.9% | -48.7% |
| YTD | -54.0% | +22.0% | -76.1% | -63.9% |
| 1Y | -65.3% | +25.3% | -90.7% | -73.5% |
| 3Y | -62.6% | +112.1% | -174.7% | -83.0% |
| 5Y | -64.8% | +76.2% | -141.0% | -80.9% |
| 10Y | +45.1% | +340.1% | -295.1% | -71.5% |
| All | +192.3% | +599.3% | -407.0% | -65.5% |
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