+73.3%
CSGP vs SPG
+108.0%
-34.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | +13.9% | +5.0% | +8.9% | +12.5% |
| 30D | +16.0% | +12.3% | +3.7% | +12.6% |
| 3M | +6.1% | +1.9% | +4.2% | +5.7% |
| 6M | -8.2% | +14.4% | -22.6% | -11.2% |
| YTD | -52.3% | +26.5% | -78.8% | -55.2% |
| 1Y | -54.5% | +30.7% | -85.2% | -57.6% |
| 3Y | -58.6% | +122.6% | -181.2% | -66.2% |
| 5Y | -61.5% | +73.3% | -134.8% | -67.3% |
| All | +73.3% | +108.0% | -34.7% | +32.0% |
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