+65.1%
CSGP vs IAG
+336.8%
-271.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.7% | +3.7% | -2.7% |
| 7D | -3.2% | +16.8% | -20.0% | -3.6% |
| 30D | +2.2% | -1.5% | +3.7% | +2.2% |
| 3M | -3.7% | +0.5% | -4.1% | -3.8% |
| 6M | -7.4% | -1.0% | -6.5% | -7.7% |
| YTD | -54.9% | +12.3% | -67.2% | -55.4% |
| 1Y | -54.9% | +39.2% | -94.1% | -55.9% |
| 3Y | -61.9% | +712.3% | -774.2% | -66.5% |
| 5Y | -63.1% | +484.2% | -547.3% | -68.0% |
| 10Y | +65.1% | +382.3% | -317.1% | +46.3% |
| All | +65.1% | +336.8% | -271.7% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling