+65.2%
CSGP vs IBN
+367.6%
-302.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.2% | -8.9% | -5.9% |
| 7D | +1.3% | +15.1% | -13.8% | -2.9% |
| 30D | +10.7% | +21.6% | -11.0% | +4.7% |
| 3M | +3.3% | +11.2% | -7.9% | +0.1% |
| 6M | -10.3% | +27.8% | -38.1% | -16.5% |
| YTD | -54.6% | +14.7% | -69.2% | -56.5% |
| 1Y | -54.6% | +14.4% | -69.1% | -56.6% |
| 3Y | -60.3% | +52.1% | -112.4% | -65.4% |
| 5Y | -63.3% | +70.7% | -134.0% | -69.2% |
| All | +65.2% | +367.6% | -302.4% | +10.2% |
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