+3,264.4%
CSGP vs SPY
+996.7%
+2,267.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.1% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | +2.3% | +0.1% | +2.3% | +2.3% |
| 3M | -8.2% | +2.0% | -10.2% | -10.4% |
| 6M | -35.1% | +13.0% | -48.1% | -42.9% |
| YTD | -54.0% | +13.5% | -67.6% | -59.7% |
| 1Y | -65.3% | +20.0% | -85.3% | -71.2% |
| 3Y | -62.6% | +77.2% | -139.8% | -78.7% |
| 5Y | -64.8% | +81.9% | -146.7% | -80.2% |
| 10Y | +45.1% | +314.1% | -269.0% | -62.4% |
| All | +3,264.4% | +996.7% | +2,267.7% | +311.4% |
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