-56.4%
CSGP vs SRE
-12.8%
-43.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.5% |
| 7D | -6.1% | -1.1% | -5.0% | -6.1% |
| 30D | +0.3% | -4.1% | +4.4% | +0.2% |
| 3M | -1.3% | -7.3% | +6.0% | -2.2% |
| 6M | -8.9% | -14.1% | +5.2% | -10.5% |
| YTD | -55.2% | -8.5% | -46.7% | -56.0% |
| 1Y | -56.4% | -12.0% | -44.4% | -56.5% |
| All | -56.4% | -12.8% | -43.6% | -56.5% |
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 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