+55.6%
CSGP vs IBN
+383.7%
-328.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -6.1% | +5.7% | -11.8% | -7.7% |
| 30D | +0.3% | +20.5% | -20.2% | -4.9% |
| 3M | -1.3% | +15.2% | -16.6% | -5.3% |
| 6M | -8.9% | +34.5% | -43.4% | -16.5% |
| YTD | -55.2% | +16.4% | -71.6% | -57.3% |
| 1Y | -56.4% | +13.5% | -69.9% | -58.2% |
| 3Y | -62.2% | +55.4% | -117.6% | -67.3% |
| 5Y | -63.7% | +73.1% | -136.7% | -69.7% |
| All | +55.6% | +383.7% | -328.1% | +1.4% |
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