+60.0%
CSGP vs SPMO
+460.5%
-400.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.4% | +3.8% |
| 7D | +1.3% | +6.3% | -5.0% | -2.4% |
| 30D | +2.8% | -8.9% | +11.7% | +7.4% |
| 3M | -6.3% | -13.2% | +6.9% | +0.3% |
| 6M | -3.2% | -9.3% | +6.1% | -3.3% |
| YTD | -54.0% | +11.6% | -65.5% | -61.4% |
| 1Y | -54.8% | +13.4% | -68.2% | -62.7% |
| 3Y | -60.6% | +122.9% | -183.5% | -82.3% |
| 5Y | -62.6% | +113.9% | -176.6% | -82.5% |
| All | +60.0% | +460.5% | -400.5% | -57.3% |
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