+65.2%
CSGP vs SPG
+109.7%
-44.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -4.9% |
| 7D | +1.3% | +4.9% | -3.6% | 0.0% |
| 30D | +10.7% | +15.6% | -4.9% | +6.7% |
| 3M | +3.3% | +4.1% | -0.8% | +2.3% |
| 6M | -10.3% | +13.6% | -23.9% | -13.1% |
| YTD | -54.6% | +27.5% | -82.1% | -57.4% |
| 1Y | -54.6% | +32.2% | -86.9% | -57.8% |
| 3Y | -60.3% | +126.0% | -186.3% | -67.8% |
| 5Y | -63.3% | +74.7% | -138.1% | -68.9% |
| All | +65.2% | +109.7% | -44.5% | +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