+311.1%
SPOT vs CSGP
-12.2%
+323.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.1% |
| 7D | +1.6% | +1.3% | +0.3% | +1.0% |
| 30D | +16.9% | +2.8% | +14.1% | +14.9% |
| 3M | +23.0% | -6.3% | +29.3% | +25.5% |
| 6M | +42.2% | -3.2% | +45.3% | +41.8% |
| YTD | +5.5% | -54.0% | +59.5% | +42.9% |
| 1Y | -5.1% | -54.8% | +49.8% | +29.4% |
| 3Y | +257.9% | -60.6% | +318.5% | +390.5% |
| 5Y | +118.4% | -62.6% | +181.0% | +195.0% |
| All | +311.1% | -12.2% | +323.3% | +260.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling