+33.0%
SPGI vs CSGP
-58.5%
+91.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | +2.6% | +13.9% | -11.3% | -1.6% |
| 30D | +19.3% | +16.0% | +3.3% | +12.8% |
| 3M | +15.5% | +6.1% | +9.4% | +12.0% |
| 6M | +18.3% | -8.2% | +26.5% | +19.6% |
| YTD | -3.8% | -52.3% | +48.5% | +18.0% |
| 1Y | +1.3% | -54.5% | +55.8% | +25.8% |
| All | +33.0% | -58.5% | +91.5% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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