-52.1%
SMR vs CSGP
-50.7%
-1.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.3% | -7.7% |
| 7D | +10.3% | -6.1% | +16.4% | +12.0% |
| 30D | -25.7% | +0.3% | -26.1% | -26.9% |
| 3M | -49.7% | -1.3% | -48.4% | -50.7% |
| 6M | -59.8% | -8.9% | -50.9% | -60.1% |
| YTD | -66.0% | -55.2% | -10.7% | -55.1% |
| 1Y | -81.4% | -56.4% | -25.0% | -75.2% |
| 3Y | +130.6% | -62.2% | +192.8% | +228.1% |
| All | -52.1% | -50.7% | -1.3% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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