-63.1%
CSGP vs SRE
+51.3%
-114.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.6% |
| 7D | +1.3% | +1.8% | -0.4% | +0.8% |
| 30D | +2.8% | -3.0% | +5.8% | +3.8% |
| 3M | -6.3% | -7.3% | +0.9% | -4.3% |
| 6M | -3.2% | -11.9% | +8.7% | +0.5% |
| YTD | -54.0% | -7.9% | -46.1% | -53.3% |
| 1Y | -54.8% | -11.1% | -43.7% | -53.6% |
| 3Y | -60.6% | +24.8% | -85.4% | -66.6% |
| All | -63.1% | +51.3% | -114.4% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling