+72.2%
SPY vs CSGP
-62.4%
+134.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.9% |
| 7D | +0.1% | -1.8% | +1.9% | +0.4% |
| 30D | -3.3% | +5.3% | -8.6% | -5.0% |
| 3M | -2.4% | +3.3% | -5.7% | -4.2% |
| 6M | +2.6% | -4.7% | +7.2% | +2.0% |
| YTD | +11.2% | -53.5% | +64.8% | +32.3% |
| 1Y | +13.4% | -53.7% | +67.1% | +34.8% |
| 3Y | +79.9% | -59.7% | +139.6% | +116.6% |
| 5Y | +72.2% | -62.5% | +134.7% | +110.9% |
| All | +72.2% | -62.4% | +134.6% | +110.9% |
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