-62.8%
CSGP vs STT
+207.1%
-269.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.8% |
| 3M | -8.2% | +20.0% | -28.1% | -14.9% |
| 6M | -35.1% | +55.3% | -90.4% | -46.5% |
| YTD | -54.0% | +53.3% | -107.4% | -62.0% |
| 1Y | -65.3% | +74.7% | -140.0% | -73.2% |
| All | -62.8% | +207.1% | -269.9% | -79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling