+1,086.6%
CSGP vs SPXS
-100.0%
+1,186.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +13.2% | -14.9% | +2.9% |
| 7D | +13.9% | +14.3% | -0.4% | +19.4% |
| 30D | +16.0% | +19.4% | -3.4% | +23.3% |
| 3M | +6.1% | +16.2% | -10.2% | +12.1% |
| 6M | -8.2% | -3.4% | -4.7% | -8.9% |
| YTD | -52.3% | -19.1% | -33.3% | -55.0% |
| 1Y | -54.5% | -20.5% | -34.0% | -57.1% |
| 3Y | -58.6% | -79.1% | +20.6% | -73.1% |
| 5Y | -61.5% | -81.6% | +20.1% | -71.5% |
| 10Y | +74.7% | -99.5% | +174.2% | -48.1% |
| All | +1,086.6% | -100.0% | +1,186.6% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling