-54.6%
CSGP vs SM
+72.1%
-126.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -4.8% |
| 7D | +1.3% | -25.9% | +27.2% | +4.0% |
| 30D | +10.7% | -15.1% | +25.8% | +11.4% |
| 3M | +3.3% | +4.9% | -1.6% | +0.7% |
| 6M | -10.3% | +6.1% | -16.5% | -14.1% |
| YTD | -54.6% | +63.4% | -118.0% | -62.3% |
| 1Y | -54.6% | +72.5% | -127.1% | -62.4% |
| All | -54.6% | +72.1% | -126.7% | -62.4% |
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