+55.8%
SMR vs CSGP
-60.4%
+116.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -4.7% | +20.9% | +17.5% |
| 7D | -9.6% | +1.3% | -10.9% | -10.3% |
| 30D | -33.8% | +10.7% | -44.5% | -37.3% |
| 3M | -46.4% | +3.3% | -49.6% | -48.4% |
| 6M | -62.4% | -10.3% | -52.1% | -62.3% |
| YTD | -64.1% | -54.6% | -9.6% | -49.0% |
| 1Y | -84.3% | -54.6% | -29.7% | -77.8% |
| 3Y | +55.8% | -60.3% | +116.2% | +131.1% |
| All | +55.8% | -60.4% | +116.3% | +131.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling