-63.2%
CSGP vs SFM
+105.4%
-168.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.8% | +0.2% | -3.9% |
| 7D | +1.3% | -1.2% | +2.5% | +1.5% |
| 30D | +10.7% | -24.8% | +35.5% | +15.0% |
| 3M | +3.3% | -43.7% | +47.0% | +11.5% |
| 6M | -10.3% | -37.3% | +26.9% | -4.9% |
| YTD | -54.6% | -38.4% | -16.2% | -51.9% |
| 1Y | -54.6% | -36.9% | -17.7% | -52.2% |
| 3Y | -60.3% | +20.7% | -81.0% | -63.0% |
| All | -63.2% | +105.4% | -168.6% | -67.8% |
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 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