+3,446.1%
CSGP vs IP
+133.6%
+3,312.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.5% |
| 7D | +18.3% | +3.4% | +14.9% | +17.1% |
| 30D | +17.8% | +11.2% | +6.6% | +13.7% |
| 3M | +9.3% | -14.8% | +24.0% | +14.6% |
| 6M | -7.9% | +17.3% | -25.2% | -13.9% |
| YTD | -51.5% | -6.2% | -45.4% | -52.1% |
| 1Y | -53.3% | +2.3% | -55.7% | -55.2% |
| 3Y | -57.9% | +17.7% | -75.6% | -62.9% |
| 5Y | -61.3% | -8.4% | -52.9% | -63.4% |
| 10Y | +77.5% | +32.1% | +45.5% | +39.1% |
| All | +3,446.1% | +133.6% | +3,312.5% | +1,777.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling