-49.0%
CSGP vs SITM
+3,318.8%
-3,367.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.2% | -2.6% |
| 7D | -3.2% | -0.1% | -3.1% | -3.5% |
| 30D | +2.2% | -27.4% | +29.6% | +5.0% |
| 3M | -3.7% | -35.6% | +31.9% | -0.4% |
| 6M | -7.4% | -46.6% | +39.2% | -3.9% |
| YTD | -54.9% | +25.8% | -80.7% | -59.6% |
| 1Y | -54.9% | +38.2% | -93.1% | -60.3% |
| 3Y | -61.9% | +311.5% | -373.4% | -74.5% |
| 5Y | -63.1% | +94.6% | -157.7% | -74.1% |
| All | -49.0% | +3,318.8% | -3,367.8% | -77.5% |
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