-53.3%
CSGP vs SM
+70.4%
-123.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -15.3% | +19.3% | +5.3% |
| 7D | +18.3% | -21.5% | +39.8% | +20.7% |
| 30D | +17.8% | -11.4% | +29.2% | +18.1% |
| 3M | +9.3% | +0.6% | +8.6% | +7.3% |
| 6M | -7.9% | +0.2% | -8.2% | -10.6% |
| YTD | -51.5% | +69.7% | -121.2% | -59.4% |
| 1Y | -53.3% | +71.6% | -124.9% | -60.8% |
| All | -53.3% | +70.4% | -123.7% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling