-60.2%
CSGP vs IRE
-97.2%
+37.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +39.6% | -44.3% | -3.6% |
| 7D | +1.3% | -27.2% | +28.4% | +1.1% |
| 30D | +10.7% | -75.1% | +85.8% | +9.4% |
| 3M | +3.3% | -77.9% | +81.1% | +2.1% |
| 6M | -10.3% | -94.6% | +84.3% | -10.6% |
| YTD | -54.6% | -91.5% | +37.0% | -56.3% |
| 1Y | -54.6% | -97.8% | +43.2% | -54.4% |
| All | -60.2% | -97.2% | +37.0% | -60.9% |
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 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