-59.8%
CSGP vs IRE
-84.4%
+24.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +14.0% | -16.4% | -2.4% |
| 7D | -4.1% | +54.8% | -58.8% | -3.8% |
| 30D | +2.3% | +18.4% | -16.1% | +2.5% |
| 3M | -8.2% | -66.7% | +58.6% | -7.1% |
| 6M | -35.1% | -52.3% | +17.3% | -35.7% |
| YTD | -54.0% | -52.3% | -1.7% | -55.2% |
| All | -59.8% | -84.4% | +24.7% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling