+73.3%
CSGP vs SM
+7.1%
+66.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.3% |
| 7D | +13.9% | -25.1% | +39.0% | +16.2% |
| 30D | +16.0% | -15.6% | +31.6% | +17.2% |
| 3M | +6.1% | +2.7% | +3.4% | +5.4% |
| 6M | -8.2% | -3.8% | -4.3% | -8.6% |
| YTD | -52.3% | +61.8% | -114.2% | -54.6% |
| 1Y | -54.5% | +71.4% | -125.9% | -56.8% |
| 3Y | -58.6% | -20.7% | -37.9% | -58.9% |
| 5Y | -61.5% | -11.5% | -50.0% | -62.8% |
| All | +73.3% | +7.1% | +66.2% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling