-62.9%
CSGP vs SM
-0.4%
-62.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -0.9% |
| 7D | -7.1% | +0.3% | -7.4% | -7.2% |
| 30D | +3.6% | -17.3% | +20.9% | +5.7% |
| 3M | -2.7% | -3.6% | +0.8% | -3.1% |
| 6M | -8.1% | +2.9% | -11.0% | -9.8% |
| YTD | -55.0% | +70.2% | -125.2% | -59.2% |
| 1Y | -55.8% | +66.5% | -122.3% | -59.9% |
| 3Y | -62.0% | -8.2% | -53.8% | -63.7% |
| 5Y | -62.9% | -1.5% | -61.5% | -65.7% |
| All | -62.9% | -0.4% | -62.5% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling