-58.3%
CSGP vs IRE
-98.0%
+39.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -33.9% | +32.3% | -2.4% |
| 7D | +13.9% | -57.1% | +71.0% | +12.1% |
| 30D | +16.0% | -84.4% | +100.4% | +13.3% |
| 3M | +6.1% | -85.0% | +91.0% | +3.7% |
| 6M | -8.2% | -95.2% | +87.1% | -10.0% |
| YTD | -52.3% | -93.9% | +41.6% | -54.6% |
| 1Y | -54.5% | -98.8% | +44.3% | -54.2% |
| All | -58.3% | -98.0% | +39.7% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling