-65.3%
CSGP vs SPG
+21.3%
-86.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.9% |
| 7D | -4.1% | -2.4% | -1.7% | -2.9% |
| 30D | +2.3% | -6.8% | +9.2% | +6.1% |
| 3M | -8.2% | +2.7% | -10.8% | -7.8% |
| 6M | -35.1% | +5.5% | -40.5% | -35.4% |
| YTD | -54.0% | +15.7% | -69.7% | -57.1% |
| 1Y | -65.3% | +20.9% | -86.2% | -68.4% |
| All | -65.3% | +21.3% | -86.6% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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