+10.9%
SPY vs CSGP
-56.4%
+67.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.3% |
| 7D | -2.7% | +1.3% | -4.0% | -2.7% |
| 30D | -5.4% | +10.7% | -16.1% | -5.5% |
| 3M | -4.1% | +3.3% | -7.4% | -4.1% |
| 6M | +0.7% | -10.3% | +11.0% | +1.1% |
| YTD | +8.7% | -54.6% | +63.2% | +13.7% |
| 1Y | +10.9% | -54.6% | +65.5% | +16.1% |
| All | +10.9% | -56.4% | +67.3% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling