+3,264.4%
CSGP vs SPG
+2,565.7%
+698.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -4.1% | -2.4% | -1.7% | -3.3% |
| 30D | +2.3% | -6.8% | +9.2% | +4.9% |
| 3M | -8.2% | +2.7% | -10.8% | -8.9% |
| 6M | -35.1% | +5.5% | -40.5% | -36.3% |
| YTD | -54.0% | +15.7% | -69.7% | -56.3% |
| 1Y | -65.3% | +20.9% | -86.2% | -67.5% |
| 3Y | -62.6% | +112.4% | -174.9% | -71.2% |
| 5Y | -64.8% | +101.4% | -166.2% | -72.7% |
| 10Y | +45.1% | +60.6% | -15.6% | +6.7% |
| All | +3,264.4% | +2,565.7% | +698.7% | +520.2% |
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