-54.5%
CSGP vs STT
+44.5%
-99.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -1.9% |
| 7D | +13.9% | -4.9% | +18.8% | +13.6% |
| 30D | +16.0% | -6.0% | +22.0% | +15.8% |
| 3M | +6.1% | -11.7% | +17.8% | +5.7% |
| 6M | -8.2% | +11.7% | -19.9% | -10.9% |
| YTD | -52.3% | +30.4% | -82.8% | -55.3% |
| 1Y | -54.5% | +43.9% | -98.4% | -59.1% |
| All | -54.5% | +44.5% | -99.0% | -59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling