-60.6%
CSGP vs SPXS
-80.3%
+19.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +3.1% |
| 7D | +1.3% | -7.5% | +8.9% | -0.3% |
| 30D | +2.8% | +5.3% | -2.5% | +4.2% |
| 3M | -6.3% | +9.7% | -16.0% | -3.9% |
| 6M | -3.2% | -4.6% | +1.4% | -3.8% |
| YTD | -54.0% | -25.8% | -28.2% | -56.9% |
| 1Y | -54.8% | -28.8% | -26.0% | -58.2% |
| 3Y | -60.6% | -80.2% | +19.6% | -75.6% |
| All | -60.6% | -80.3% | +19.7% | -75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling