+60.0%
CSGP vs IBN
+385.6%
-325.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +1.3% | +1.9% | -0.5% | +0.8% |
| 30D | +2.8% | +22.1% | -19.3% | -2.9% |
| 3M | -6.3% | +17.1% | -23.4% | -10.5% |
| 6M | -3.2% | +35.5% | -38.7% | -11.4% |
| YTD | -54.0% | +16.8% | -70.8% | -56.2% |
| 1Y | -54.8% | +12.4% | -67.2% | -56.5% |
| 3Y | -60.6% | +58.0% | -118.6% | -66.1% |
| 5Y | -62.6% | +73.7% | -136.4% | -68.8% |
| All | +60.0% | +385.6% | -325.5% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling