-54.8%
CSGP vs SITM
+47.8%
-102.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.5% | +8.4% | +2.2% |
| 7D | +1.3% | +6.6% | -5.3% | +2.2% |
| 30D | +2.8% | -15.3% | +18.1% | +2.0% |
| 3M | -6.3% | -35.4% | +29.1% | -8.8% |
| 6M | -3.2% | -46.8% | +43.6% | -4.4% |
| YTD | -54.0% | +25.9% | -79.8% | -56.0% |
| 1Y | -54.8% | +54.0% | -108.8% | -57.8% |
| All | -54.8% | +47.8% | -102.6% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling