-49.0%
CSGP vs SITM
+4,507.3%
-4,556.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | -5.1% | +8.4% | -13.5% | -6.1% |
| 30D | +0.3% | -17.4% | +17.7% | +2.2% |
| 3M | -9.1% | -9.8% | +0.7% | -10.0% |
| 6M | -37.3% | +83.0% | -120.3% | -45.0% |
| YTD | -54.9% | +69.6% | -124.5% | -60.4% |
| 1Y | -65.5% | +144.9% | -210.4% | -71.9% |
| 3Y | -63.3% | +429.9% | -493.1% | -75.7% |
| 5Y | -65.8% | +169.2% | -234.9% | -76.7% |
| All | -49.0% | +4,507.3% | -4,556.3% | -77.9% |
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