+44.1%
CSGP vs SPYG
+411.8%
-367.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -4.1% | +0.4% | -4.4% | -4.4% |
| 30D | +2.3% | -0.4% | +2.8% | +2.7% |
| 3M | -8.2% | +0.5% | -8.7% | -9.7% |
| 6M | -35.1% | +17.5% | -52.5% | -44.6% |
| YTD | -54.0% | +14.3% | -68.4% | -59.8% |
| 1Y | -65.3% | +21.7% | -87.0% | -71.4% |
| 3Y | -62.6% | +98.6% | -161.2% | -80.9% |
| 5Y | -64.8% | +85.1% | -149.9% | -80.8% |
| All | +44.1% | +411.8% | -367.7% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling