-63.2%
CSGP vs SMTC
+13.5%
-76.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +12.7% | -17.4% | -5.4% |
| 7D | +1.3% | -19.0% | +20.2% | +2.3% |
| 30D | +10.7% | -46.7% | +57.4% | +15.0% |
| 3M | +3.3% | -23.4% | +26.7% | +2.9% |
| 6M | -10.3% | -13.4% | +3.1% | -14.4% |
| YTD | -54.6% | +40.1% | -94.6% | -60.3% |
| 1Y | -54.6% | +47.7% | -102.3% | -60.9% |
| 3Y | -60.3% | +606.9% | -667.3% | -78.3% |
| All | -63.2% | +13.5% | -76.7% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling