+24.5%
SSPC vs CSGP
-1.9%
+26.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | -1.6% | +19.9% | +18.7% |
| 7D | +29.9% | +13.9% | +16.0% | +25.0% |
| 30D | +73.6% | +16.0% | +57.6% | +69.4% |
| 3M | -46.3% | +6.1% | -52.4% | -46.5% |
| All | +24.5% | -1.9% | +26.4% | +25.5% |
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 · Available span rolling