+67.3%
CSGP vs SPMO
+455.3%
-388.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.1% | -0.3% |
| 7D | -1.8% | -1.9% | +0.1% | -1.0% |
| 30D | +5.3% | -14.1% | +19.4% | +14.1% |
| 3M | +3.3% | -13.1% | +16.4% | +10.5% |
| 6M | -4.7% | -9.4% | +4.7% | -5.0% |
| YTD | -53.5% | +9.5% | -63.1% | -60.6% |
| 1Y | -53.7% | +10.5% | -64.2% | -61.1% |
| 3Y | -59.7% | +124.4% | -184.1% | -82.1% |
| 5Y | -62.5% | +110.5% | -173.0% | -82.3% |
| 10Y | +67.3% | +450.3% | -383.0% | -54.6% |
| All | +67.3% | +455.3% | -388.0% | -54.6% |
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