+65.2%
CSGP vs ITOT
+290.6%
-225.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -5.0% |
| 7D | +1.3% | -2.7% | +3.9% | +3.8% |
| 30D | +10.7% | -5.2% | +15.9% | +15.8% |
| 3M | +3.3% | -4.4% | +7.7% | +7.3% |
| 6M | -10.3% | +0.4% | -10.7% | -12.0% |
| YTD | -54.6% | +8.8% | -63.4% | -58.9% |
| 1Y | -54.6% | +11.0% | -65.7% | -59.8% |
| 3Y | -60.3% | +74.4% | -134.8% | -77.9% |
| 5Y | -63.3% | +60.0% | -123.3% | -77.5% |
| All | +65.2% | +290.6% | -225.4% | -62.2% |
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