-62.8%
CSGP vs IBN
+32.1%
-94.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -4.1% | +1.4% | -5.5% | -4.4% |
| 30D | +2.3% | -0.3% | +2.6% | +2.4% |
| 3M | -8.2% | +17.1% | -25.3% | -11.4% |
| 6M | -35.1% | +3.4% | -38.5% | -35.5% |
| YTD | -54.0% | +2.5% | -56.6% | -54.3% |
| 1Y | -65.3% | -4.2% | -61.1% | -65.0% |
| All | -62.8% | +32.1% | -94.9% | -67.0% |
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