+954.7%
CSGP vs IAG
+307.3%
+647.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.2% | -6.2% | +3.6% |
| 7D | +18.3% | +1.1% | +17.2% | +18.2% |
| 30D | +17.8% | -5.3% | +23.0% | +17.9% |
| 3M | +9.3% | +18.0% | -8.8% | +8.2% |
| 6M | -7.9% | +7.1% | -15.0% | -8.7% |
| YTD | -51.5% | +5.9% | -57.5% | -52.2% |
| 1Y | -53.3% | +59.4% | -112.7% | -54.9% |
| 3Y | -57.9% | +571.9% | -629.8% | -63.0% |
| 5Y | -61.3% | +513.0% | -574.3% | -66.5% |
| 10Y | +77.5% | +315.0% | -237.4% | +51.4% |
| All | +954.7% | +307.3% | +647.4% | +726.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling