-60.3%
CSGP vs SPY
+75.1%
-135.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.9% |
| 7D | +1.3% | -2.7% | +4.0% | +3.0% |
| 30D | +10.7% | -5.4% | +16.1% | +14.5% |
| 3M | +3.3% | -4.1% | +7.4% | +5.8% |
| 6M | -10.3% | +0.7% | -11.0% | -12.0% |
| YTD | -54.6% | +8.7% | -63.2% | -58.1% |
| 1Y | -54.6% | +10.9% | -65.5% | -59.0% |
| 3Y | -60.3% | +75.0% | -135.3% | -78.7% |
| All | -60.3% | +75.1% | -135.4% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling