+65.2%
CSGP vs SPMO
+422.3%
-357.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.6% | -6.3% | -5.6% |
| 7D | +1.3% | -8.7% | +10.0% | +6.5% |
| 30D | +10.7% | -18.7% | +29.4% | +23.9% |
| 3M | +3.3% | -16.4% | +19.7% | +13.0% |
| 6M | -10.3% | -11.9% | +1.5% | -9.6% |
| YTD | -54.6% | +4.9% | -59.5% | -60.4% |
| 1Y | -54.6% | +6.2% | -60.8% | -61.0% |
| 3Y | -60.3% | +115.1% | -175.4% | -81.9% |
| 5Y | -63.3% | +102.2% | -165.5% | -82.3% |
| All | +65.2% | +422.3% | -357.1% | -53.4% |
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