-61.9%
CSGP vs SPMO
+122.8%
-184.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -3.2% | -2.6% | -0.5% | -3.1% |
| 30D | +2.2% | -14.2% | +16.5% | +2.9% |
| 3M | -3.7% | -12.7% | +9.0% | -3.3% |
| 6M | -7.4% | -9.6% | +2.1% | -10.0% |
| YTD | -54.9% | +9.3% | -64.2% | -60.0% |
| 1Y | -54.9% | +8.2% | -63.1% | -59.8% |
| 3Y | -61.9% | +119.4% | -181.3% | -79.2% |
| All | -61.9% | +122.8% | -184.7% | -79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling