-64.8%
CSGP vs SM
+107.8%
-172.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.1% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +2.3% | +26.3% | -24.0% | -1.0% |
| 3M | -8.2% | +8.7% | -16.8% | -9.8% |
| 6M | -35.1% | +51.7% | -86.7% | -39.4% |
| YTD | -54.0% | +99.0% | -153.1% | -58.8% |
| 1Y | -65.3% | +34.6% | -99.9% | -67.3% |
| 3Y | -62.6% | -7.8% | -54.8% | -64.1% |
| All | -64.8% | +107.8% | -172.6% | -68.1% |
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