-61.5%
CSGP vs ITOT
+79.2%
-140.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.1% |
| 7D | -7.1% | -0.8% | -6.3% | -6.7% |
| 30D | +3.6% | -2.0% | +5.7% | +4.8% |
| 3M | -2.7% | -1.5% | -1.2% | -2.0% |
| 6M | -8.0% | +3.3% | -11.4% | -11.2% |
| YTD | -55.0% | +12.5% | -67.4% | -59.6% |
| 1Y | -55.8% | +12.6% | -68.4% | -60.3% |
| All | -61.5% | +79.2% | -140.6% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling