-48.0%
CSGP vs SITM
+4,608.4%
-4,656.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.5% | -9.0% | -3.2% |
| 7D | -4.1% | +9.7% | -13.8% | -5.2% |
| 30D | +2.3% | +12.7% | -10.4% | -0.2% |
| 3M | -8.2% | -13.4% | +5.3% | -8.6% |
| 6M | -35.1% | +59.6% | -94.7% | -41.9% |
| YTD | -54.0% | +73.3% | -127.3% | -59.7% |
| 1Y | -65.3% | +165.5% | -230.9% | -72.0% |
| 3Y | -62.6% | +368.7% | -431.3% | -74.7% |
| 5Y | -64.8% | +172.5% | -237.3% | -76.1% |
| All | -48.0% | +4,608.4% | -4,656.4% | -77.6% |
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