-62.8%
CSGP vs SITM
+372.9%
-435.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.5% | -9.0% | -2.7% |
| 7D | -4.1% | +9.7% | -13.8% | -4.4% |
| 30D | +2.3% | +12.7% | -10.4% | +1.4% |
| 3M | -8.2% | -13.4% | +5.3% | -8.1% |
| 6M | -35.1% | +59.6% | -94.7% | -38.9% |
| YTD | -54.0% | +73.3% | -127.3% | -57.3% |
| 1Y | -65.3% | +165.5% | -230.9% | -69.6% |
| All | -62.8% | +372.9% | -435.7% | -72.0% |
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