-64.8%
CSGP vs STT
+145.1%
-209.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -4.1% | +0.5% | -4.5% | -4.3% |
| 30D | +2.3% | +3.9% | -1.5% | +0.6% |
| 3M | -8.2% | +20.0% | -28.1% | -15.2% |
| 6M | -35.1% | +55.3% | -90.4% | -46.6% |
| YTD | -54.0% | +53.3% | -107.4% | -62.1% |
| 1Y | -65.3% | +74.7% | -140.0% | -73.0% |
| 3Y | -62.6% | +205.8% | -268.4% | -77.5% |
| All | -64.8% | +145.1% | -209.8% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling