+67.3%
CSGP vs SPG
+117.3%
-50.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.2% | +1.7% |
| 7D | -1.8% | +5.1% | -6.9% | -3.1% |
| 30D | +5.3% | +16.8% | -11.6% | +1.1% |
| 3M | +3.3% | +5.7% | -2.3% | +1.9% |
| 6M | -4.7% | +17.8% | -22.5% | -8.5% |
| YTD | -53.5% | +30.1% | -83.6% | -56.6% |
| 1Y | -53.7% | +32.8% | -86.5% | -57.0% |
| 3Y | -59.7% | +137.2% | -197.0% | -67.7% |
| 5Y | -62.5% | +81.5% | -143.9% | -68.5% |
| 10Y | +67.3% | +116.5% | -49.3% | +25.5% |
| All | +67.3% | +117.3% | -50.0% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling