+699.1%
CSGP vs SPXU
-100.0%
+799.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.0% |
| 7D | -4.1% | -0.1% | -3.9% | -4.1% |
| 30D | +2.3% | +0.8% | +1.5% | +2.8% |
| 3M | -8.2% | -4.7% | -3.5% | -9.4% |
| 6M | -35.1% | -29.6% | -5.4% | -42.1% |
| YTD | -54.0% | -29.9% | -24.2% | -58.8% |
| 1Y | -65.3% | -39.1% | -26.2% | -70.3% |
| 3Y | -62.6% | -80.0% | +17.4% | -76.1% |
| 5Y | -64.8% | -86.0% | +21.2% | -76.5% |
| 10Y | +45.1% | -99.5% | +144.6% | -59.1% |
| All | +699.1% | -100.0% | +799.1% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling