+44.1%
CSGP vs STT
+267.1%
-223.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -4.1% | +0.5% | -4.5% | -4.2% |
| 30D | +2.3% | +3.9% | -1.5% | +0.9% |
| 3M | -8.2% | +20.0% | -28.1% | -14.1% |
| 6M | -35.1% | +55.3% | -90.4% | -44.7% |
| YTD | -54.0% | +53.3% | -107.4% | -60.8% |
| 1Y | -65.3% | +74.7% | -140.0% | -71.8% |
| 3Y | -62.6% | +205.8% | -268.4% | -75.1% |
| 5Y | -64.8% | +145.0% | -209.8% | -75.5% |
| All | +44.1% | +267.1% | -223.0% | -22.6% |
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