+306.8%
SPOT vs CSGP
-14.0%
+320.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.8% |
| 7D | +1.0% | -3.2% | +4.2% | +2.4% |
| 30D | +14.6% | +2.2% | +12.3% | +12.9% |
| 3M | +18.4% | -3.7% | +22.1% | +19.3% |
| 6M | +45.1% | -7.4% | +52.5% | +47.5% |
| YTD | +4.4% | -54.9% | +59.3% | +42.7% |
| 1Y | -2.7% | -54.9% | +52.2% | +32.7% |
| 3Y | +254.6% | -61.9% | +316.5% | +393.8% |
| 5Y | +124.8% | -63.1% | +187.9% | +205.2% |
| All | +306.8% | -14.0% | +320.8% | +260.0% |
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