-53.3%
CSGP vs SPXS
-30.2%
-23.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +8.9% | +4.0% |
| 7D | +18.3% | +2.2% | +16.1% | +18.3% |
| 30D | +17.8% | +3.8% | +14.0% | +17.9% |
| 3M | +9.3% | +3.3% | +5.9% | +9.4% |
| 6M | -7.9% | -16.7% | +8.8% | -10.2% |
| YTD | -51.5% | -28.5% | -23.0% | -52.7% |
| 1Y | -53.3% | -30.4% | -22.9% | -54.7% |
| All | -53.3% | -30.2% | -23.1% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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