+65.1%
CSGP vs SRE
+117.6%
-52.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -3.2% | -8.2% | +5.0% | -0.2% |
| 30D | +2.2% | -3.6% | +5.9% | +3.6% |
| 3M | -3.7% | -6.3% | +2.6% | -1.7% |
| 6M | -7.4% | -13.0% | +5.6% | -3.2% |
| YTD | -54.9% | -9.2% | -45.7% | -53.9% |
| 1Y | -54.9% | -13.1% | -41.8% | -53.1% |
| 3Y | -61.9% | +22.4% | -84.3% | -66.4% |
| 5Y | -63.1% | +47.1% | -110.2% | -69.8% |
| 10Y | +65.1% | +121.0% | -55.8% | +30.4% |
| All | +65.1% | +117.6% | -52.5% | +30.4% |
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