+68.3%
SPYM vs CSGP
-63.4%
+131.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +1.2% |
| 7D | -2.7% | +1.3% | -3.9% | -3.0% |
| 30D | -5.4% | +10.7% | -16.0% | -8.1% |
| 3M | -4.1% | +3.3% | -7.3% | -5.8% |
| 6M | +0.8% | -10.3% | +11.1% | +1.5% |
| YTD | +8.8% | -54.6% | +63.3% | +29.6% |
| 1Y | +11.0% | -54.6% | +65.6% | +32.1% |
| 3Y | +75.5% | -60.3% | +135.8% | +111.0% |
| All | +68.3% | -63.4% | +131.7% | +106.1% |
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