-62.8%
CSGP vs SPMO
+160.5%
-223.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.7% |
| 7D | -4.1% | +2.0% | -6.1% | -4.4% |
| 30D | +2.3% | -0.4% | +2.7% | +2.3% |
| 3M | -8.2% | -1.9% | -6.3% | -8.9% |
| 6M | -35.1% | +25.0% | -60.1% | -42.9% |
| YTD | -54.0% | +26.0% | -80.1% | -59.7% |
| 1Y | -65.3% | +28.7% | -94.0% | -70.1% |
| All | -62.8% | +160.5% | -223.3% | -81.1% |
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