-61.5%
CSGP vs SPY
+67.0%
-128.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | +2.5% |
| 7D | +13.9% | -4.7% | +18.6% | +18.9% |
| 30D | +16.0% | -5.9% | +21.9% | +22.2% |
| 3M | +6.1% | -4.5% | +10.6% | +10.3% |
| 6M | -8.2% | +1.8% | -10.0% | -11.3% |
| YTD | -52.3% | +8.3% | -60.7% | -56.9% |
| 1Y | -54.5% | +9.3% | -63.8% | -59.3% |
| 3Y | -58.6% | +74.9% | -133.4% | -78.4% |
| 5Y | -61.5% | +67.3% | -128.8% | -78.2% |
| All | -61.5% | +67.0% | -128.5% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling