-54.9%
CSGP vs SPMO
+9.0%
-63.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -3.0% |
| 7D | -3.2% | -2.6% | -0.5% | -4.8% |
| 30D | +2.2% | -14.2% | +16.5% | -6.2% |
| 3M | -3.7% | -12.7% | +9.0% | -10.5% |
| 6M | -7.4% | -9.6% | +2.1% | -13.7% |
| YTD | -54.9% | +9.3% | -64.2% | -57.5% |
| 1Y | -54.9% | +8.2% | -63.1% | -57.6% |
| All | -54.9% | +9.0% | -63.9% | -57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling