-62.8%
CSGP vs SPY
+77.4%
-140.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.1% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +2.3% | +0.1% | +2.3% | +2.3% |
| 3M | -8.2% | +2.0% | -10.2% | -9.8% |
| 6M | -35.1% | +13.0% | -48.1% | -41.7% |
| YTD | -54.0% | +13.5% | -67.6% | -58.8% |
| 1Y | -65.3% | +20.0% | -85.3% | -70.5% |
| All | -62.8% | +77.4% | -140.2% | -79.8% |
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