+73.3%
CSGP vs IP
+25.2%
+48.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.3% | -0.6% |
| 7D | +13.9% | -5.0% | +18.9% | +15.5% |
| 30D | +16.0% | +6.5% | +9.5% | +13.9% |
| 3M | +6.1% | -18.0% | +24.1% | +11.7% |
| 6M | -8.2% | +10.3% | -18.5% | -11.7% |
| YTD | -52.3% | -9.9% | -42.5% | -52.1% |
| 1Y | -54.5% | -1.1% | -53.4% | -55.7% |
| 3Y | -58.6% | +13.0% | -71.6% | -62.8% |
| 5Y | -61.5% | -12.3% | -49.2% | -62.7% |
| All | +73.3% | +25.2% | +48.1% | +30.3% |
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