-61.5%
CSGP vs SFM
+23.6%
-85.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.7% |
| 7D | -7.1% | -7.1% | 0.0% | -6.1% |
| 30D | +3.6% | -21.4% | +25.0% | +6.7% |
| 3M | -2.7% | -40.1% | +37.3% | +3.6% |
| 6M | -8.1% | -38.0% | +30.0% | -2.8% |
| YTD | -55.0% | -36.5% | -18.5% | -52.7% |
| 1Y | -55.8% | -35.2% | -20.6% | -53.7% |
| All | -61.5% | +23.6% | -85.1% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling