-57.6%
CSGP vs IRE
-97.0%
+39.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -23.2% | +27.3% | +3.4% |
| 7D | +18.3% | -46.8% | +65.1% | +17.0% |
| 30D | +17.8% | -75.5% | +93.3% | +16.0% |
| 3M | +9.3% | -79.4% | +88.7% | +7.7% |
| 6M | -7.9% | -91.3% | +83.4% | -9.6% |
| YTD | -51.5% | -90.8% | +39.3% | -53.5% |
| 1Y | -53.3% | -97.7% | +44.4% | -53.3% |
| All | -57.6% | -97.0% | +39.4% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling