-48.1%
SMR vs CSGP
-50.4%
+2.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.2% |
| 7D | -2.8% | -3.2% | +0.4% | -2.1% |
| 30D | -27.5% | +2.2% | -29.7% | -29.1% |
| 3M | -43.1% | -3.7% | -39.5% | -43.7% |
| 6M | -58.4% | -7.4% | -51.0% | -59.0% |
| YTD | -63.2% | -54.9% | -8.3% | -51.4% |
| 1Y | -81.6% | -54.9% | -26.8% | -75.9% |
| 3Y | +149.8% | -61.9% | +211.7% | +254.5% |
| All | -48.1% | -50.4% | +2.3% | -30.3% |
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