+65.2%
CSGP vs STT
+204.5%
-139.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.7% |
| 7D | +1.3% | -2.5% | +3.7% | +2.1% |
| 30D | +10.7% | -5.0% | +15.6% | +12.3% |
| 3M | +3.3% | -10.5% | +13.7% | +6.7% |
| 6M | -10.3% | +10.0% | -20.3% | -14.1% |
| YTD | -54.6% | +30.7% | -85.2% | -59.2% |
| 1Y | -54.6% | +43.8% | -98.4% | -60.6% |
| 3Y | -60.3% | +168.1% | -228.4% | -72.4% |
| 5Y | -63.3% | +101.4% | -164.7% | -72.8% |
| All | +65.2% | +204.5% | -139.3% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling