-62.9%
CSGP vs SITM
+102.3%
-165.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.3% | -6.5% | -0.7% |
| 7D | -7.1% | +17.2% | -24.3% | -8.5% |
| 30D | +3.6% | -17.1% | +20.7% | +4.7% |
| 3M | -2.7% | -29.2% | +26.4% | -0.8% |
| 6M | -8.0% | -47.6% | +39.5% | -4.2% |
| YTD | -55.0% | +33.8% | -88.8% | -59.8% |
| 1Y | -55.8% | +54.1% | -109.9% | -61.5% |
| 3Y | -62.0% | +337.6% | -399.6% | -75.2% |
| 5Y | -62.9% | +89.7% | -152.7% | -74.4% |
| All | -62.9% | +102.3% | -165.2% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling