-64.8%
CSGP vs SITM
+170.8%
-235.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.5% | -9.0% | -3.1% |
| 7D | -4.1% | +9.7% | -13.8% | -5.0% |
| 30D | +2.3% | +12.7% | -10.4% | +0.1% |
| 3M | -8.2% | -13.4% | +5.3% | -8.5% |
| 6M | -35.1% | +59.6% | -94.7% | -41.5% |
| YTD | -54.0% | +73.3% | -127.3% | -59.4% |
| 1Y | -65.3% | +165.5% | -230.9% | -71.8% |
| 3Y | -62.6% | +368.7% | -431.3% | -74.8% |
| All | -64.8% | +170.8% | -235.5% | -76.7% |
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