+3,264.4%
CSGP vs IRM
+3,611.8%
-347.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.9% |
| 7D | -4.1% | -0.5% | -3.6% | -3.9% |
| 30D | +2.3% | -8.1% | +10.4% | +4.8% |
| 3M | -8.2% | -9.7% | +1.5% | -5.8% |
| 6M | -35.1% | +10.0% | -45.1% | -37.8% |
| YTD | -54.0% | +43.0% | -97.0% | -59.8% |
| 1Y | -65.3% | +32.7% | -98.0% | -69.1% |
| 3Y | -62.6% | +102.7% | -165.3% | -71.5% |
| 5Y | -64.8% | +187.6% | -252.4% | -76.3% |
| 10Y | +45.1% | +420.1% | -375.0% | -23.2% |
| All | +3,264.4% | +3,611.8% | -347.4% | +877.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling