+94.2%
CSGP vs SFM
+132.6%
-38.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.8% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +2.3% | -4.4% | +6.7% | +2.8% |
| 3M | -8.2% | +1.5% | -9.7% | -8.6% |
| 6M | -35.1% | +6.5% | -41.5% | -36.0% |
| YTD | -54.0% | +2.2% | -56.2% | -54.5% |
| 1Y | -65.3% | -41.9% | -23.4% | -63.3% |
| 3Y | -62.6% | +106.8% | -169.3% | -66.7% |
| 5Y | -64.8% | +231.6% | -296.4% | -71.0% |
| 10Y | +45.1% | +258.4% | -213.3% | +13.8% |
| All | +94.2% | +132.6% | -38.4% | +68.8% |
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