+80.3%
SPYM vs CSGP
-59.5%
+139.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | +0.1% | +2.1% |
| 7D | +0.1% | -1.8% | +1.9% | +0.3% |
| 30D | -3.3% | +5.3% | -8.6% | -4.3% |
| 3M | -2.4% | +3.3% | -5.7% | -3.3% |
| 6M | +2.6% | -4.7% | +7.3% | +2.5% |
| YTD | +11.3% | -53.5% | +64.9% | +26.3% |
| 1Y | +13.5% | -53.7% | +67.2% | +28.7% |
| 3Y | +80.3% | -59.7% | +140.0% | +106.0% |
| All | +80.3% | -59.5% | +139.8% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling