+67.3%
CSGP vs SFM
+146.8%
-79.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.1% |
| 7D | -1.8% | -10.2% | +8.4% | -0.5% |
| 30D | +5.3% | -23.9% | +29.2% | +8.4% |
| 3M | +3.3% | -42.3% | +45.6% | +9.7% |
| 6M | -4.7% | -40.1% | +35.5% | +0.5% |
| YTD | -53.5% | -37.8% | -15.8% | -51.4% |
| 1Y | -53.7% | -37.1% | -16.7% | -51.7% |
| 3Y | -59.7% | +21.5% | -81.3% | -61.3% |
| 5Y | -62.5% | +103.8% | -166.3% | -66.1% |
| 10Y | +67.3% | +142.0% | -74.7% | +48.3% |
| All | +67.3% | +146.8% | -79.5% | +48.3% |
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