-60.3%
CSGP vs IBN
+51.2%
-111.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.2% | -8.9% | -5.8% |
| 7D | +1.3% | +15.1% | -13.8% | -2.8% |
| 30D | +10.7% | +21.6% | -11.0% | +5.0% |
| 3M | +3.3% | +11.2% | -7.9% | -0.1% |
| 6M | -10.3% | +27.8% | -38.1% | -15.8% |
| YTD | -54.6% | +14.7% | -69.2% | -56.3% |
| 1Y | -54.6% | +14.4% | -69.1% | -56.4% |
| 3Y | -60.3% | +52.1% | -112.4% | -65.4% |
| All | -60.3% | +51.2% | -111.6% | -65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling