+307.9%
SPYM vs CSGP
+61.5%
+246.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | -0.6% | -3.2% | +2.6% | +0.2% |
| 30D | -3.7% | +2.2% | -5.9% | -5.2% |
| 3M | -2.7% | -3.7% | +0.9% | -3.2% |
| 6M | +2.2% | -7.4% | +9.7% | +2.0% |
| YTD | +10.9% | -54.9% | +65.8% | +36.2% |
| 1Y | +11.3% | -54.9% | +66.2% | +36.4% |
| 3Y | +76.8% | -61.9% | +138.8% | +122.7% |
| 5Y | +73.5% | -63.1% | +136.6% | +114.5% |
| 10Y | +307.9% | +65.1% | +242.8% | +236.2% |
| All | +307.9% | +61.5% | +246.5% | +236.2% |
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 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