-58.4%
CSGP vs STT
+164.8%
-223.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -0.1% |
| 7D | +13.9% | -4.9% | +18.8% | +15.6% |
| 30D | +16.0% | -6.0% | +22.0% | +18.1% |
| 3M | +6.1% | -11.7% | +17.8% | +10.1% |
| 6M | -8.2% | +11.7% | -19.9% | -13.8% |
| YTD | -52.3% | +30.4% | -82.8% | -58.5% |
| 1Y | -54.5% | +43.9% | -98.4% | -62.3% |
| All | -58.4% | +164.8% | -223.2% | -75.9% |
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