-61.5%
CSGP vs SFM
+118.6%
-180.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.1% | +3.5% | -0.8% |
| 7D | +13.9% | +7.5% | +6.4% | +12.7% |
| 30D | +16.0% | -20.8% | +36.8% | +19.5% |
| 3M | +6.1% | -39.4% | +45.5% | +13.3% |
| 6M | -8.2% | -34.5% | +26.3% | -3.3% |
| YTD | -52.3% | -35.2% | -17.1% | -49.9% |
| 1Y | -54.5% | -35.3% | -19.2% | -52.2% |
| 3Y | -58.6% | +23.9% | -82.5% | -61.5% |
| 5Y | -61.5% | +113.8% | -175.3% | -66.9% |
| All | -61.5% | +118.6% | -180.1% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling