+3,446.1%
CSGP vs SPG
+2,839.5%
+606.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.0% |
| 7D | +18.3% | +8.2% | +10.1% | +15.2% |
| 30D | +17.8% | +13.5% | +4.3% | +13.1% |
| 3M | +9.3% | +2.2% | +7.0% | +8.7% |
| 6M | -7.9% | +15.9% | -23.8% | -12.3% |
| YTD | -51.5% | +27.6% | -79.1% | -55.4% |
| 1Y | -53.3% | +30.9% | -84.3% | -57.4% |
| 3Y | -57.9% | +124.5% | -182.4% | -68.2% |
| 5Y | -61.3% | +79.9% | -141.2% | -68.8% |
| 10Y | +77.5% | +112.9% | -35.4% | +17.8% |
| All | +3,446.1% | +2,839.5% | +606.7% | +533.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling