-58.4%
CSGP vs IBN
+45.2%
-103.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -2.8% |
| 7D | +13.9% | +11.7% | +2.2% | +10.4% |
| 30D | +16.0% | +16.1% | -0.1% | +11.5% |
| 3M | +6.1% | +7.0% | -0.9% | +3.8% |
| 6M | -8.2% | +26.1% | -34.2% | -13.3% |
| YTD | -52.3% | +10.1% | -62.4% | -53.6% |
| 1Y | -54.5% | +8.0% | -62.5% | -55.6% |
| All | -58.4% | +45.2% | -103.6% | -63.3% |
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