-65.3%
CSGP vs IOT
+14.9%
-80.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.2% | -3.3% |
| 7D | -4.1% | -2.3% | -1.7% | -3.6% |
| 30D | +2.3% | +3.8% | -1.5% | +1.1% |
| 3M | -8.2% | +14.2% | -22.3% | -12.0% |
| 6M | -35.1% | +40.1% | -75.2% | -40.8% |
| YTD | -54.0% | +13.4% | -67.4% | -57.4% |
| 1Y | -65.3% | +12.2% | -77.5% | -67.8% |
| All | -65.3% | +14.9% | -80.2% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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