+101.3%
CSGP vs SFM
+47.4%
+53.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.1% | +3.5% | -0.9% |
| 7D | +13.9% | +7.5% | +6.4% | +12.8% |
| 30D | +16.0% | -20.8% | +36.8% | +19.1% |
| 3M | +6.1% | -39.4% | +45.5% | +12.5% |
| 6M | -8.2% | -34.5% | +26.3% | -3.8% |
| YTD | -52.3% | -35.2% | -17.1% | -50.2% |
| 1Y | -54.5% | -35.3% | -19.2% | -52.5% |
| 3Y | -58.6% | +23.9% | -82.5% | -60.8% |
| 5Y | -61.5% | +113.8% | -175.3% | -66.5% |
| 10Y | +74.7% | +152.0% | -77.3% | +42.8% |
| All | +101.3% | +47.4% | +53.9% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling