-62.9%
CSGP vs SPMO
+119.2%
-182.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.5% |
| 7D | -7.1% | +1.8% | -8.9% | -7.8% |
| 30D | +3.6% | -10.0% | +13.6% | +7.2% |
| 3M | -2.7% | -9.4% | +6.6% | -0.1% |
| 6M | -8.0% | -7.7% | -0.4% | -9.7% |
| YTD | -55.0% | +13.3% | -68.3% | -62.2% |
| 1Y | -55.8% | +12.7% | -68.4% | -62.8% |
| 3Y | -62.0% | +127.5% | -189.5% | -84.0% |
| 5Y | -62.9% | +119.7% | -182.6% | -83.9% |
| All | -62.9% | +119.2% | -182.2% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling