+312.8%
SPY vs CSGP
+45.2%
+267.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | +0.1% | -4.1% | +4.2% | +1.3% |
| 30D | +0.1% | +2.3% | -2.3% | -1.0% |
| 3M | +2.0% | -8.2% | +10.2% | +3.4% |
| 6M | +13.0% | -35.1% | +48.1% | +26.6% |
| YTD | +13.5% | -54.0% | +67.6% | +40.2% |
| 1Y | +20.0% | -65.3% | +85.3% | +61.8% |
| 3Y | +77.2% | -62.6% | +139.8% | +126.8% |
| 5Y | +81.9% | -64.8% | +146.7% | +130.7% |
| All | +312.8% | +45.2% | +267.6% | +249.3% |
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