+694.6%
CSGP vs IBN
+1,584.6%
-890.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.3% | +3.2% |
| 7D | +18.3% | +8.9% | +9.4% | +16.2% |
| 30D | +17.8% | +12.6% | +5.1% | +15.0% |
| 3M | +9.3% | +3.1% | +6.2% | +8.7% |
| 6M | -7.9% | +20.6% | -28.5% | -11.5% |
| YTD | -51.5% | +5.8% | -57.3% | -52.2% |
| 1Y | -53.3% | +3.7% | -57.0% | -53.8% |
| 3Y | -57.9% | +40.3% | -98.2% | -61.2% |
| 5Y | -61.3% | +58.0% | -119.3% | -65.2% |
| 10Y | +77.5% | +347.9% | -270.3% | +22.7% |
| All | +694.6% | +1,584.6% | -890.0% | +232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling