+65.1%
CSGP vs SPMO
+449.2%
-384.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -3.2% | -2.6% | -0.5% | -1.9% |
| 30D | +2.2% | -14.2% | +16.5% | +10.9% |
| 3M | -3.7% | -12.7% | +9.0% | +2.7% |
| 6M | -7.4% | -9.6% | +2.1% | -7.6% |
| YTD | -54.9% | +9.3% | -64.2% | -61.7% |
| 1Y | -54.9% | +8.2% | -63.1% | -61.5% |
| 3Y | -61.9% | +119.4% | -181.3% | -82.7% |
| 5Y | -63.1% | +112.5% | -175.6% | -82.7% |
| 10Y | +65.1% | +449.2% | -384.1% | -54.9% |
| All | +65.1% | +449.2% | -384.1% | -54.9% |
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