-49.4%
CSGP vs SITM
+3,519.6%
-3,569.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -6.1% | +32.5% | -38.6% | -9.1% |
| 30D | +0.3% | -18.8% | +19.2% | +1.8% |
| 3M | -1.3% | -30.9% | +29.5% | +1.2% |
| 6M | -8.9% | -44.5% | +35.5% | -5.7% |
| YTD | -55.2% | +33.2% | -88.5% | -60.1% |
| 1Y | -56.4% | +53.8% | -110.2% | -62.2% |
| 3Y | -62.2% | +335.7% | -397.9% | -74.8% |
| 5Y | -63.7% | +84.6% | -148.3% | -74.2% |
| All | -49.4% | +3,519.6% | -3,569.0% | -77.8% |
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