-48.6%
CSGP vs SITM
+3,107.0%
-3,155.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +17.4% | -22.1% | -6.5% |
| 7D | +1.3% | -6.7% | +8.0% | +1.5% |
| 30D | +10.7% | -37.3% | +48.0% | +15.6% |
| 3M | +3.3% | -39.4% | +42.6% | +7.4% |
| 6M | -10.3% | -33.1% | +22.8% | -10.5% |
| YTD | -54.6% | +18.0% | -72.6% | -59.0% |
| 1Y | -54.6% | +22.7% | -77.3% | -59.5% |
| 3Y | -60.3% | +283.8% | -344.1% | -73.2% |
| 5Y | -63.3% | +45.0% | -108.4% | -73.2% |
| All | -48.6% | +3,107.0% | -3,155.7% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling