-54.9%
CSGP vs SPYG
+7.6%
-62.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -3.1% |
| 7D | -3.2% | -1.9% | -1.2% | -3.6% |
| 30D | +2.2% | -9.2% | +11.4% | +0.5% |
| 3M | -3.7% | -6.8% | +3.2% | -5.1% |
| 6M | -7.4% | -2.6% | -4.9% | -8.5% |
| YTD | -54.9% | +7.5% | -62.4% | -55.9% |
| 1Y | -54.9% | +6.7% | -61.6% | -55.9% |
| All | -54.9% | +7.6% | -62.4% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling