+65.2%
CSGP vs SPY
+312.9%
-247.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -5.0% |
| 7D | +1.3% | -2.7% | +4.0% | +3.8% |
| 30D | +10.7% | -5.4% | +16.1% | +16.1% |
| 3M | +3.3% | -4.1% | +7.4% | +6.9% |
| 6M | -10.3% | +0.7% | -11.0% | -12.3% |
| YTD | -54.6% | +8.7% | -63.2% | -58.8% |
| 1Y | -54.6% | +10.9% | -65.5% | -59.8% |
| 3Y | -60.3% | +75.0% | -135.3% | -78.0% |
| 5Y | -63.3% | +67.8% | -131.1% | -78.6% |
| All | +65.2% | +312.9% | -247.6% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling