-3.6%
SMR vs CSGP
-49.4%
+45.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.3% |
| 7D | +4.4% | -4.1% | +8.5% | +5.9% |
| 30D | +3.4% | +2.3% | +1.1% | +2.3% |
| 3M | -19.2% | -8.2% | -11.0% | -17.8% |
| 6M | -22.6% | -35.1% | +12.4% | -9.2% |
| YTD | -31.5% | -54.0% | +22.5% | -8.5% |
| 1Y | -73.1% | -65.3% | -7.8% | -59.1% |
| 3Y | +55.0% | -62.6% | +117.5% | +124.6% |
| All | -3.6% | -49.4% | +45.8% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling