+60.0%
CSGP vs SPY
+307.0%
-247.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.2% |
| 7D | +1.3% | +2.6% | -1.3% | -1.1% |
| 30D | +2.8% | -2.0% | +4.8% | +4.3% |
| 3M | -6.3% | -2.8% | -3.5% | -4.3% |
| 6M | -3.2% | +2.1% | -5.3% | -6.4% |
| YTD | -54.0% | +11.5% | -65.4% | -59.3% |
| 1Y | -54.8% | +13.5% | -68.3% | -60.8% |
| 3Y | -60.6% | +77.7% | -138.3% | -78.5% |
| 5Y | -62.6% | +72.6% | -135.2% | -78.8% |
| All | +60.0% | +307.0% | -247.0% | -64.1% |
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