+67.3%
CSGP vs ITOT
+298.5%
-231.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | -0.1% |
| 7D | -1.8% | +0.2% | -2.0% | -2.1% |
| 30D | +5.3% | -3.0% | +8.3% | +7.9% |
| 3M | +3.3% | -2.7% | +6.0% | +5.6% |
| 6M | -4.7% | +2.6% | -7.3% | -8.3% |
| YTD | -53.5% | +11.5% | -65.0% | -58.9% |
| 1Y | -53.7% | +13.5% | -67.2% | -59.9% |
| 3Y | -59.7% | +79.7% | -139.5% | -78.2% |
| 5Y | -62.5% | +64.2% | -126.7% | -77.6% |
| 10Y | +67.3% | +290.2% | -222.9% | -61.2% |
| All | +67.3% | +298.5% | -231.2% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling