+65.2%
CSGP vs SPXS
-99.5%
+164.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.9% |
| 7D | +1.3% | +7.5% | -6.2% | +3.9% |
| 30D | +10.7% | +17.5% | -6.8% | +16.6% |
| 3M | +3.3% | +14.7% | -11.4% | +8.3% |
| 6M | -10.3% | -0.1% | -10.2% | -10.1% |
| YTD | -54.6% | -19.7% | -34.8% | -57.1% |
| 1Y | -54.6% | -23.6% | -31.0% | -57.8% |
| 3Y | -60.3% | -79.2% | +18.8% | -73.8% |
| 5Y | -63.3% | -81.7% | +18.4% | -72.6% |
| All | +65.2% | -99.5% | +164.7% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling