+65.2%
CSGP vs SFM
+138.2%
-73.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.8% | +0.2% | -4.1% |
| 7D | +1.3% | -1.2% | +2.5% | +1.4% |
| 30D | +10.7% | -24.8% | +35.5% | +14.2% |
| 3M | +3.3% | -43.7% | +47.0% | +10.0% |
| 6M | -10.3% | -37.3% | +26.9% | -5.9% |
| YTD | -54.6% | -38.4% | -16.2% | -52.4% |
| 1Y | -54.6% | -36.9% | -17.7% | -52.6% |
| 3Y | -60.3% | +20.7% | -81.0% | -61.8% |
| 5Y | -63.3% | +103.5% | -166.8% | -66.8% |
| All | +65.2% | +138.2% | -73.0% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling