-60.3%
CSGP vs IAG
+621.5%
-681.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.2% | -11.9% | -4.6% |
| 7D | +1.3% | +21.4% | -20.2% | +1.5% |
| 30D | +10.7% | +4.0% | +6.6% | +10.8% |
| 3M | +3.3% | +17.0% | -13.8% | +3.5% |
| 6M | -10.3% | +1.4% | -11.7% | -10.0% |
| YTD | -54.6% | +13.8% | -68.3% | -54.6% |
| 1Y | -54.6% | +55.8% | -110.5% | -55.2% |
| 3Y | -60.3% | +647.4% | -707.8% | -65.3% |
| All | -60.3% | +621.5% | -681.9% | -65.3% |
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 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