-60.3%
CSGP vs SPYG
+90.1%
-150.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -5.0% |
| 7D | +1.3% | -3.6% | +4.9% | +2.4% |
| 30D | +10.7% | -11.2% | +21.9% | +14.9% |
| 3M | +3.3% | -8.1% | +11.3% | +5.7% |
| 6M | -10.3% | -3.3% | -7.0% | -10.9% |
| YTD | -54.6% | +5.5% | -60.1% | -56.9% |
| 1Y | -54.6% | +7.0% | -61.6% | -57.4% |
| 3Y | -60.3% | +89.5% | -149.8% | -75.9% |
| All | -60.3% | +90.1% | -150.5% | -75.9% |
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 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