+113.0%
SPOT vs CSGP
-64.7%
+177.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.7% | -2.2% |
| 7D | -0.9% | -4.1% | +3.1% | +0.7% |
| 30D | +12.5% | +2.3% | +10.2% | +11.3% |
| 3M | +9.9% | -8.2% | +18.1% | +12.9% |
| 6M | +1.6% | -35.1% | +36.6% | +19.2% |
| YTD | -6.6% | -54.0% | +47.4% | +24.6% |
| 1Y | -22.9% | -65.3% | +42.4% | +14.8% |
| 3Y | +244.3% | -62.6% | +306.8% | +371.9% |
| All | +113.0% | -64.7% | +177.7% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling