-61.9%
CSGP vs SITM
+306.2%
-368.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.2% | -2.9% |
| 7D | -3.2% | -0.1% | -3.1% | -3.1% |
| 30D | +2.2% | -27.4% | +29.6% | +2.9% |
| 3M | -3.7% | -35.6% | +31.9% | -2.9% |
| 6M | -7.4% | -46.6% | +39.2% | -5.9% |
| YTD | -54.9% | +25.8% | -80.7% | -57.8% |
| 1Y | -54.9% | +38.2% | -93.1% | -58.3% |
| 3Y | -61.9% | +311.5% | -373.4% | -70.8% |
| All | -61.9% | +306.2% | -368.1% | -70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling