-64.8%
CSGP vs SRE
+47.8%
-112.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -4.1% | -0.3% | -3.7% | -4.0% |
| 30D | +2.3% | -0.7% | +3.0% | +2.3% |
| 3M | -8.2% | -6.3% | -1.9% | -6.5% |
| 6M | -35.1% | -10.7% | -24.4% | -33.0% |
| YTD | -54.0% | -3.5% | -50.6% | -54.1% |
| 1Y | -65.3% | +5.3% | -70.6% | -66.6% |
| 3Y | -62.6% | +31.8% | -94.3% | -68.8% |
| All | -64.8% | +47.8% | -112.5% | -73.1% |
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