+758.7%
CSGP vs SPYG
+535.5%
+223.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.6% |
| 7D | -7.1% | -1.5% | -5.6% | -6.2% |
| 30D | +3.6% | -7.2% | +10.8% | +9.0% |
| 3M | -2.7% | -4.6% | +1.9% | -0.1% |
| 6M | -8.0% | -1.2% | -6.8% | -9.6% |
| YTD | -55.0% | +9.3% | -64.3% | -59.6% |
| 1Y | -55.8% | +8.8% | -64.6% | -60.2% |
| 3Y | -62.0% | +93.3% | -155.3% | -79.5% |
| 5Y | -62.9% | +71.7% | -134.6% | -77.8% |
| 10Y | +62.6% | +399.8% | -337.2% | -60.0% |
| All | +758.7% | +535.5% | +223.2% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling