-53.5%
CSGP vs SPY
+12.3%
-65.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +2.1% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +5.3% | -3.3% | +8.6% | +5.4% |
| 3M | +3.3% | -2.4% | +5.7% | +3.3% |
| 6M | -4.7% | +2.6% | -7.2% | -5.6% |
| YTD | -53.5% | +11.2% | -64.8% | -55.3% |
| All | -53.5% | +12.3% | -65.9% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling