-54.6%
CSGP vs IRE
-98.3%
+43.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +39.6% | -44.3% | -3.3% |
| 7D | +1.3% | -27.2% | +28.4% | +1.1% |
| 30D | +10.7% | -75.1% | +85.8% | +8.7% |
| 3M | +3.3% | -77.9% | +81.1% | +1.5% |
| 6M | -10.3% | -94.6% | +84.3% | -11.6% |
| YTD | -54.6% | -91.5% | +37.0% | -56.1% |
| 1Y | -54.6% | -97.8% | +43.2% | -56.2% |
| All | -54.6% | -98.3% | +43.7% | -56.2% |
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