-64.8%
CSGP vs SPG
+102.5%
-167.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.9% |
| 7D | -4.1% | -2.4% | -1.7% | -2.8% |
| 30D | +2.3% | -6.8% | +9.2% | +6.2% |
| 3M | -8.2% | +2.7% | -10.8% | -9.2% |
| 6M | -35.1% | +5.5% | -40.5% | -36.9% |
| YTD | -54.0% | +15.7% | -69.7% | -57.5% |
| 1Y | -65.3% | +20.9% | -86.2% | -68.7% |
| 3Y | -62.6% | +112.4% | -174.9% | -75.5% |
| All | -64.8% | +102.5% | -167.3% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling