+1,175.6%
CSGP vs IBB
+554.8%
+620.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.4% | +1.5% |
| 7D | +13.9% | -3.6% | +17.5% | +16.4% |
| 30D | +16.0% | +3.4% | +12.6% | +12.9% |
| 3M | +6.1% | +9.5% | -3.4% | -0.8% |
| 6M | -8.2% | +23.3% | -31.5% | -21.0% |
| YTD | -52.3% | +24.5% | -76.9% | -59.5% |
| 1Y | -54.5% | +32.9% | -87.4% | -63.0% |
| 3Y | -58.6% | +76.6% | -135.1% | -72.1% |
| 5Y | -61.5% | +35.5% | -97.0% | -69.3% |
| 10Y | +74.7% | +156.7% | -82.1% | -10.5% |
| All | +1,175.6% | +554.8% | +620.8% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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