-60.6%
CSGP vs SPYG
+91.6%
-152.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | +1.3% | +2.3% | -1.0% | +0.6% |
| 30D | +2.8% | -6.5% | +9.3% | +4.8% |
| 3M | -6.3% | -6.8% | +0.5% | -4.5% |
| 6M | -3.2% | -3.1% | 0.0% | -3.3% |
| YTD | -54.0% | +8.0% | -62.0% | -56.6% |
| 1Y | -54.8% | +10.2% | -65.0% | -58.0% |
| 3Y | -60.6% | +91.0% | -151.6% | -75.4% |
| All | -60.6% | +91.6% | -152.2% | -75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling