+3,264.4%
CSGP vs SM
+629.7%
+2,634.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -2.0% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | +2.3% | +25.6% | -23.3% | -0.8% |
| 3M | -8.2% | +8.0% | -16.2% | -9.6% |
| 6M | -35.1% | +50.8% | -85.9% | -39.1% |
| YTD | -54.0% | +97.9% | -151.9% | -58.5% |
| 1Y | -65.3% | +33.8% | -99.1% | -67.2% |
| 3Y | -62.6% | -7.8% | -54.8% | -63.6% |
| 5Y | -64.8% | +104.8% | -169.6% | -70.4% |
| 10Y | +45.1% | +7.2% | +37.8% | -1.9% |
| All | +3,264.4% | +629.7% | +2,634.7% | +1,242.7% |
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 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