+110.2%
SPOT vs CSGP
-63.4%
+173.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | +0.1% |
| 7D | +1.6% | +1.3% | +0.4% | +1.0% |
| 30D | +17.6% | +10.7% | +6.9% | +12.0% |
| 3M | +26.9% | +3.3% | +23.7% | +24.3% |
| 6M | +41.8% | -10.3% | +52.1% | +46.1% |
| YTD | +3.8% | -54.6% | +58.4% | +40.5% |
| 1Y | -2.5% | -54.6% | +52.2% | +31.9% |
| 3Y | +260.6% | -60.3% | +320.9% | +381.1% |
| All | +110.2% | -63.4% | +173.6% | +193.7% |
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 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