-53.3%
CSGP vs SRE
-7.5%
-45.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.9% | +3.8% |
| 7D | +18.3% | -2.1% | +20.4% | +18.1% |
| 30D | +17.8% | +6.1% | +11.7% | +18.7% |
| 3M | +9.3% | -3.5% | +12.8% | +8.4% |
| 6M | -7.9% | -10.8% | +2.9% | -9.5% |
| YTD | -51.5% | -4.0% | -47.6% | -52.2% |
| 1Y | -53.3% | -7.7% | -45.7% | -53.6% |
| All | -53.3% | -7.5% | -45.8% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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