+77.5%
CSGP vs IP
+32.8%
+44.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.6% |
| 7D | +18.3% | +3.4% | +14.9% | +17.3% |
| 30D | +17.8% | +11.2% | +6.6% | +14.3% |
| 3M | +9.3% | -14.8% | +24.0% | +13.8% |
| 6M | -7.9% | +17.3% | -25.2% | -13.0% |
| YTD | -51.5% | -6.2% | -45.4% | -51.9% |
| 1Y | -53.3% | +2.3% | -55.7% | -54.9% |
| 3Y | -57.9% | +17.7% | -75.6% | -62.6% |
| 5Y | -61.3% | -8.4% | -52.9% | -63.0% |
| 10Y | +77.5% | +32.1% | +45.5% | +30.9% |
| All | +77.5% | +32.8% | +44.7% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling