-56.4%
CSGP vs IBN
+13.1%
-69.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -6.1% | +5.7% | -11.8% | -7.9% |
| 30D | +0.3% | +20.5% | -20.2% | -6.1% |
| 3M | -1.3% | +15.2% | -16.6% | -7.1% |
| 6M | -8.9% | +34.5% | -43.4% | -15.9% |
| YTD | -55.2% | +16.4% | -71.6% | -57.5% |
| 1Y | -56.4% | +13.5% | -69.9% | -58.4% |
| All | -56.4% | +13.1% | -69.5% | -58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling