-10.3%
CSGP vs SITM
-31.9%
+21.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +17.4% | -22.1% | -1.2% |
| 7D | +1.3% | -6.7% | +8.0% | +0.6% |
| 30D | +10.7% | -37.3% | +48.0% | +3.9% |
| 3M | +3.3% | -39.4% | +42.6% | -2.7% |
| 6M | -10.3% | -33.1% | +22.8% | -14.0% |
| All | -10.3% | -31.9% | +21.6% | -14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling