-63.2%
CSGP vs SPYG
+63.1%
-126.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -5.3% |
| 7D | +1.3% | -3.6% | +4.9% | +3.5% |
| 30D | +10.7% | -11.2% | +21.9% | +18.7% |
| 3M | +3.3% | -8.1% | +11.3% | +8.1% |
| 6M | -10.3% | -3.3% | -7.0% | -10.7% |
| YTD | -54.6% | +5.5% | -60.1% | -57.8% |
| 1Y | -54.6% | +7.0% | -61.6% | -58.5% |
| 3Y | -60.3% | +89.5% | -149.8% | -78.8% |
| All | -63.2% | +63.1% | -126.3% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling