+62.6%
CSGP vs SPMO
+469.5%
-406.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -2.4% |
| 7D | -7.1% | +1.8% | -8.9% | -8.4% |
| 30D | +3.6% | -10.0% | +13.6% | +9.1% |
| 3M | -2.7% | -9.4% | +6.6% | +1.4% |
| 6M | -8.0% | -7.7% | -0.4% | -9.2% |
| YTD | -55.0% | +13.3% | -68.3% | -62.6% |
| 1Y | -55.8% | +12.7% | -68.4% | -63.1% |
| 3Y | -62.0% | +127.5% | -189.5% | -83.1% |
| 5Y | -62.9% | +119.7% | -182.6% | -83.0% |
| 10Y | +62.6% | +469.5% | -406.9% | -56.6% |
| All | +62.6% | +469.5% | -406.9% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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