+3,388.4%
CSGP vs SPY
+946.3%
+2,442.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.3% |
| 3M | +6.1% | -4.5% | +10.6% | +10.4% |
| 6M | -8.2% | +1.8% | -10.0% | -11.0% |
| YTD | -52.3% | +8.3% | -60.7% | -56.5% |
| 1Y | -54.5% | +9.3% | -63.8% | -58.9% |
| 3Y | -58.6% | +74.9% | -133.4% | -76.3% |
| 5Y | -61.5% | +67.3% | -128.8% | -76.7% |
| 10Y | +74.7% | +311.6% | -236.9% | -54.8% |
| All | +3,388.4% | +946.3% | +2,442.1% | +343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling