+3,388.4%
CSGP vs SM
+493.3%
+2,895.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.0% |
| 7D | +13.9% | -25.1% | +39.0% | +17.8% |
| 30D | +16.0% | -15.6% | +31.6% | +18.1% |
| 3M | +6.1% | +2.7% | +3.4% | +5.0% |
| 6M | -8.2% | -3.8% | -4.3% | -8.8% |
| YTD | -52.3% | +61.8% | -114.2% | -56.0% |
| 1Y | -54.5% | +71.4% | -125.9% | -58.4% |
| 3Y | -58.6% | -20.7% | -37.9% | -59.1% |
| 5Y | -61.5% | -11.5% | -50.0% | -63.9% |
| 10Y | +74.7% | +10.2% | +64.4% | +16.1% |
| All | +3,388.4% | +493.3% | +2,895.1% | +1,322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling