+65.2%
CSGP vs SRE
+108.6%
-43.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -3.9% |
| 7D | +1.3% | -9.2% | +10.4% | +4.7% |
| 30D | +10.7% | -1.9% | +12.6% | +11.5% |
| 3M | +3.3% | -6.5% | +9.8% | +5.5% |
| 6M | -10.3% | -15.2% | +4.9% | -5.4% |
| YTD | -54.6% | -9.5% | -45.1% | -53.5% |
| 1Y | -54.6% | -13.2% | -41.4% | -52.8% |
| 3Y | -60.3% | +19.5% | -79.8% | -64.6% |
| 5Y | -63.3% | +43.6% | -106.9% | -69.7% |
| All | +65.2% | +108.6% | -43.4% | +29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling