-60.4%
CSGP vs IOT
+61.4%
-121.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.2% | -3.2% |
| 7D | -4.1% | -2.3% | -1.7% | -3.7% |
| 30D | +2.3% | +3.8% | -1.5% | +1.3% |
| 3M | -8.2% | +14.2% | -22.3% | -11.2% |
| 6M | -35.1% | +40.1% | -75.2% | -40.3% |
| YTD | -54.0% | +13.4% | -67.4% | -56.1% |
| 1Y | -65.3% | +12.2% | -77.5% | -67.1% |
| 3Y | -62.6% | +30.0% | -92.5% | -67.4% |
| All | -60.4% | +61.4% | -121.9% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling