-53.3%
CSGP vs SMTC
+70.8%
-124.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -12.9% | +16.9% | +1.3% |
| 7D | +18.3% | -24.5% | +42.8% | +12.3% |
| 30D | +17.8% | -42.5% | +60.2% | +8.0% |
| 3M | +9.3% | -14.1% | +23.3% | +8.7% |
| 6M | -7.9% | +3.6% | -11.5% | -8.3% |
| YTD | -51.5% | +50.6% | -102.1% | -50.9% |
| 1Y | -53.3% | +72.2% | -125.6% | -52.9% |
| All | -53.3% | +70.8% | -124.2% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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