-62.8%
CSGP vs IAG
+746.3%
-809.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.4% |
| 7D | -4.1% | -0.5% | -3.5% | -4.1% |
| 30D | +2.3% | +28.9% | -26.6% | +2.4% |
| 3M | -8.2% | +19.1% | -27.3% | -8.0% |
| 6M | -35.1% | -10.3% | -24.8% | -34.7% |
| YTD | -54.0% | +24.2% | -78.2% | -54.1% |
| 1Y | -65.3% | +116.5% | -181.8% | -66.1% |
| All | -62.8% | +746.3% | -809.1% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling