+67.3%
CSGP vs SRE
+110.3%
-43.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.0% |
| 7D | -1.8% | -8.4% | +6.6% | +1.2% |
| 30D | +5.3% | -3.2% | +8.5% | +6.5% |
| 3M | +3.3% | -5.3% | +8.6% | +5.1% |
| 6M | -4.7% | -12.6% | +7.9% | -0.4% |
| YTD | -53.5% | -8.8% | -44.8% | -52.6% |
| 1Y | -53.7% | -13.4% | -40.3% | -51.8% |
| 3Y | -59.7% | +24.4% | -84.1% | -64.7% |
| 5Y | -62.5% | +47.3% | -109.8% | -69.3% |
| 10Y | +67.3% | +116.7% | -49.4% | +29.5% |
| All | +67.3% | +110.3% | -43.0% | +29.5% |
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