-47.5%
CSGP vs SITM
+3,415.8%
-3,463.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.6% | -7.4% | +1.2% |
| 7D | -1.8% | +9.4% | -11.2% | -3.2% |
| 30D | +5.3% | -25.4% | +30.7% | +7.8% |
| 3M | +3.3% | -37.0% | +40.3% | +7.1% |
| 6M | -4.7% | -45.1% | +40.5% | -1.3% |
| YTD | -53.5% | +29.4% | -82.9% | -58.5% |
| 1Y | -53.7% | +39.8% | -93.5% | -59.3% |
| 3Y | -59.7% | +328.2% | -388.0% | -73.1% |
| 5Y | -62.5% | +87.4% | -149.8% | -73.5% |
| All | -47.5% | +3,415.8% | -3,463.2% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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