+3,388.4%
CSGP vs STT
+693.9%
+2,694.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -0.2% |
| 7D | +13.9% | -4.9% | +18.8% | +15.6% |
| 30D | +16.0% | -6.0% | +22.0% | +17.9% |
| 3M | +6.1% | -11.7% | +17.8% | +9.7% |
| 6M | -8.2% | +11.7% | -19.9% | -12.0% |
| YTD | -52.3% | +30.4% | -82.8% | -56.6% |
| 1Y | -54.5% | +43.9% | -98.4% | -59.8% |
| 3Y | -58.6% | +165.4% | -224.0% | -69.8% |
| 5Y | -61.5% | +101.0% | -162.5% | -70.1% |
| 10Y | +74.7% | +210.7% | -136.0% | +11.6% |
| All | +3,388.4% | +693.9% | +2,694.5% | +1,030.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling