+34.0%
SMR vs CSGP
-58.5%
+92.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -1.6% | -13.2% | -14.3% |
| 7D | -26.2% | +13.9% | -40.1% | -29.2% |
| 30D | -45.5% | +16.0% | -61.5% | -48.9% |
| 3M | -53.4% | +6.1% | -59.5% | -55.3% |
| 6M | -63.2% | -8.2% | -55.0% | -63.0% |
| YTD | -69.2% | -52.3% | -16.8% | -56.6% |
| 1Y | -88.5% | -54.5% | -34.0% | -83.2% |
| All | +34.0% | -58.5% | +92.5% | +96.7% |
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