-48.0%
SMR vs CSGP
-50.5%
+2.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.9% | -7.1% | +9.1% | +3.9% |
| 30D | -21.9% | +3.6% | -25.6% | -24.0% |
| 3M | -47.1% | -2.7% | -44.4% | -47.8% |
| 6M | -60.6% | -8.1% | -52.6% | -61.1% |
| YTD | -63.1% | -55.0% | -8.1% | -51.3% |
| 1Y | -80.4% | -55.8% | -24.7% | -74.0% |
| 3Y | +150.2% | -62.0% | +212.2% | +255.4% |
| All | -48.0% | -50.5% | +2.5% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling