-10.3%
CSGP vs SPMO
-11.1%
+0.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.6% | -6.3% | -3.3% |
| 7D | +1.3% | -8.7% | +10.0% | -6.3% |
| 30D | +10.7% | -18.7% | +29.4% | -6.2% |
| 3M | +3.3% | -16.4% | +19.7% | -10.2% |
| 6M | -10.3% | -11.9% | +1.5% | -16.1% |
| All | -10.3% | -11.1% | +0.7% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling