-62.5%
CSGP vs SPXU
-83.1%
+20.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.0% | +9.3% | 0.0% |
| 7D | -1.8% | -1.5% | -0.3% | -1.9% |
| 30D | +5.3% | +9.7% | -4.4% | +8.7% |
| 3M | +3.3% | +8.4% | -5.1% | +6.6% |
| 6M | -4.7% | -5.7% | +1.1% | -6.0% |
| YTD | -53.5% | -25.4% | -28.1% | -57.3% |
| 1Y | -53.7% | -28.9% | -24.9% | -58.0% |
| 3Y | -59.7% | -81.2% | +21.4% | -75.5% |
| 5Y | -62.5% | -83.3% | +20.8% | -73.1% |
| All | -62.5% | -83.1% | +20.6% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling