+728.6%
CSGP vs SPXU
-100.0%
+828.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +13.2% | -14.8% | +2.9% |
| 7D | +13.9% | +14.2% | -0.3% | +19.5% |
| 30D | +16.0% | +19.3% | -3.3% | +23.4% |
| 3M | +6.1% | +16.2% | -10.1% | +12.2% |
| 6M | -8.2% | -3.5% | -4.7% | -9.0% |
| YTD | -52.3% | -19.2% | -33.1% | -55.1% |
| 1Y | -54.5% | -20.7% | -33.8% | -57.2% |
| 3Y | -58.6% | -79.5% | +20.9% | -73.5% |
| 5Y | -61.5% | -81.7% | +20.2% | -71.8% |
| 10Y | +74.7% | -99.5% | +174.2% | -50.7% |
| All | +728.6% | -100.0% | +828.6% | -9.3% |
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