+67.8%
SPYM vs CSGP
-61.6%
+129.4%
-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% | -2.7% | -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% | -6.7% |
| 6M | +1.9% | -8.2% | +10.0% | +2.3% |
| YTD | +8.4% | -52.3% | +60.8% | +28.0% |
| 1Y | +9.4% | -54.5% | +63.9% | +30.8% |
| 3Y | +75.3% | -58.6% | +133.9% | +109.1% |
| All | +67.8% | -61.6% | +129.4% | +103.6% |
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