-54.9%
CSGP vs IRM
+10.0%
-64.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -3.2% | -5.1% | +1.9% | -3.6% |
| 30D | +2.2% | -3.3% | +5.5% | +2.0% |
| 3M | -3.7% | -8.2% | +4.5% | -4.3% |
| 6M | -7.4% | -12.8% | +5.3% | -8.0% |
| YTD | -54.9% | +36.6% | -91.5% | -55.5% |
| 1Y | -54.9% | +11.9% | -66.8% | -53.5% |
| All | -54.9% | +10.0% | -64.9% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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