-64.8%
CSGP vs IP
-17.2%
-47.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.9% |
| 7D | -4.1% | -5.3% | +1.2% | -2.9% |
| 30D | +2.3% | -10.9% | +13.2% | +4.9% |
| 3M | -8.2% | +11.2% | -19.3% | -10.7% |
| 6M | -35.1% | -10.2% | -24.8% | -33.7% |
| YTD | -54.0% | -2.0% | -52.0% | -54.5% |
| 1Y | -65.3% | -19.1% | -46.2% | -63.8% |
| 3Y | -62.6% | +20.9% | -83.4% | -66.7% |
| All | -64.8% | -17.2% | -47.6% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling