This global study examined corporate social responsibility through a comparison of socially responsible investments to the broader stock markets in the United States, Europe, and Asia. The ten or more firms selected for each portfolio were determined by review of the largest socially responsible mutual funds in the world. Using Jensen's Alpha, results show that only the European fund outperformed the larger equity market in the short term (i.e., 3 years). None of these statistics was significant in the medium term (i.e., 5 years); however, both the United States and European portfolios outperformed their comparison markets in the long term (i.e., 10 years). Of interest is the finding that the Asian portfolio was close to significance in this same period, suggesting possible movement in the direction of their western counterparts.