+653.9%
CSGP vs ITOT
+896.7%
-242.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.1% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | +2.3% | 0.0% | +2.3% | +2.4% |
| 3M | -8.2% | +2.0% | -10.1% | -10.5% |
| 6M | -35.1% | +13.0% | -48.1% | -43.3% |
| YTD | -54.0% | +14.0% | -68.0% | -60.2% |
| 1Y | -65.3% | +19.9% | -85.2% | -71.5% |
| 3Y | -62.6% | +75.8% | -138.4% | -79.3% |
| 5Y | -64.8% | +73.8% | -138.7% | -80.1% |
| 10Y | +45.1% | +295.9% | -250.8% | -64.7% |
| All | +653.9% | +896.7% | -242.8% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling