-58.4%
CSGP vs IP
+12.9%
-71.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.3% | -1.0% |
| 7D | +13.9% | -5.0% | +18.9% | +14.8% |
| 30D | +16.0% | +6.5% | +9.5% | +14.8% |
| 3M | +6.1% | -18.0% | +24.1% | +9.3% |
| 6M | -8.2% | +10.3% | -18.5% | -9.8% |
| YTD | -52.3% | -9.9% | -42.5% | -51.9% |
| 1Y | -54.5% | -1.1% | -53.4% | -55.1% |
| All | -58.4% | +12.9% | -71.3% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling