+786.0%
SPYM vs CSGP
+552.7%
+233.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -3.9% |
| 7D | -4.7% | +13.9% | -18.6% | -8.2% |
| 30D | -5.9% | +16.0% | -21.9% | -10.6% |
| 3M | -4.5% | +6.1% | -10.6% | -7.4% |
| 6M | +1.9% | -8.2% | +10.0% | +1.8% |
| YTD | +8.4% | -52.3% | +60.8% | +29.1% |
| 1Y | +9.4% | -54.5% | +63.9% | +31.8% |
| 3Y | +75.3% | -58.6% | +133.9% | +112.0% |
| 5Y | +67.9% | -61.5% | +129.4% | +102.4% |
| 10Y | +314.8% | +74.7% | +240.2% | +217.4% |
| All | +786.0% | +552.7% | +233.3% | +311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling