+44.1%
CSGP vs SFM
+256.7%
-212.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.7% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +2.3% | -4.4% | +6.7% | +2.7% |
| 3M | -8.2% | +1.5% | -9.7% | -8.5% |
| 6M | -35.1% | +6.5% | -41.5% | -35.9% |
| YTD | -54.0% | +2.2% | -56.2% | -54.4% |
| 1Y | -65.3% | -41.9% | -23.4% | -63.6% |
| 3Y | -62.6% | +106.8% | -169.3% | -65.9% |
| 5Y | -64.8% | +231.6% | -296.4% | -69.6% |
| All | +44.1% | +256.7% | -212.6% | +21.8% |
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