+120.2%
SPOT vs CSGP
-63.2%
+183.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -3.0% | -7.1% | +4.2% | +0.1% |
| 30D | +15.2% | +3.6% | +11.6% | +12.9% |
| 3M | +21.6% | -2.7% | +24.3% | +22.0% |
| 6M | +45.2% | -8.1% | +53.3% | +48.1% |
| YTD | +4.9% | -55.0% | +59.9% | +42.5% |
| 1Y | -4.8% | -55.8% | +51.0% | +30.1% |
| 3Y | +256.3% | -62.0% | +318.3% | +387.5% |
| 5Y | +120.2% | -62.9% | +183.1% | +207.0% |
| All | +120.2% | -63.2% | +183.4% | +207.0% |
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 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