-54.6%
CSGP vs SPYG
+5.4%
-60.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -4.5% |
| 7D | +1.3% | -3.6% | +4.9% | +0.5% |
| 30D | +10.7% | -11.2% | +21.9% | +8.4% |
| 3M | +3.3% | -8.1% | +11.3% | +1.4% |
| 6M | -10.3% | -3.3% | -7.0% | -12.0% |
| YTD | -54.6% | +5.5% | -60.1% | -55.9% |
| 1Y | -54.6% | +7.0% | -61.6% | -56.0% |
| All | -54.6% | +5.4% | -60.1% | -56.0% |
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 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