+65.2%
CSGP vs IAG
+365.5%
-300.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.2% | -11.9% | -4.9% |
| 7D | +1.3% | +21.4% | -20.2% | +0.7% |
| 30D | +10.7% | +4.0% | +6.6% | +10.5% |
| 3M | +3.3% | +17.0% | -13.8% | +2.6% |
| 6M | -10.3% | +1.4% | -11.7% | -10.6% |
| YTD | -54.6% | +13.8% | -68.3% | -55.1% |
| 1Y | -54.6% | +55.8% | -110.5% | -55.9% |
| 3Y | -60.3% | +647.4% | -707.8% | -65.0% |
| 5Y | -63.3% | +519.1% | -582.4% | -68.3% |
| All | +65.2% | +365.5% | -300.3% | +45.4% |
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