+67.3%
SPY vs CSGP
-62.1%
+129.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.1% |
| 7D | -4.7% | +13.9% | -18.6% | -7.3% |
| 30D | -5.9% | +16.0% | -21.9% | -9.5% |
| 3M | -4.5% | +6.1% | -10.6% | -6.8% |
| 6M | +1.8% | -8.2% | +10.0% | +2.2% |
| YTD | +8.3% | -52.3% | +60.7% | +28.2% |
| 1Y | +9.3% | -54.5% | +63.8% | +31.0% |
| 3Y | +74.9% | -58.6% | +133.4% | +109.3% |
| 5Y | +67.3% | -61.5% | +128.8% | +103.2% |
| All | +67.3% | -62.1% | +129.3% | +103.2% |
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