-64.8%
CSGP vs IAG
+764.1%
-828.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.3% |
| 7D | -4.1% | -0.5% | -3.5% | -4.1% |
| 30D | +2.3% | +28.9% | -26.6% | +1.3% |
| 3M | -8.2% | +19.1% | -27.3% | -8.9% |
| 6M | -35.1% | -10.3% | -24.8% | -34.8% |
| YTD | -54.0% | +24.2% | -78.2% | -54.9% |
| 1Y | -65.3% | +116.5% | -181.8% | -67.3% |
| 3Y | -62.6% | +742.8% | -805.4% | -69.4% |
| All | -64.8% | +764.1% | -828.9% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling