+3,446.1%
CSGP vs IRM
+3,698.2%
-252.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.5% |
| 7D | +18.3% | +2.6% | +15.7% | +17.3% |
| 30D | +17.8% | +5.6% | +12.2% | +15.4% |
| 3M | +9.3% | -4.7% | +14.0% | +10.2% |
| 6M | -7.9% | -6.1% | -1.8% | -7.3% |
| YTD | -51.5% | +46.3% | -97.9% | -58.1% |
| 1Y | -53.3% | +18.7% | -72.0% | -57.0% |
| 3Y | -57.9% | +111.5% | -169.4% | -68.5% |
| 5Y | -61.3% | +210.3% | -271.6% | -74.6% |
| 10Y | +77.5% | +528.6% | -451.1% | -11.9% |
| All | +3,446.1% | +3,698.2% | -252.1% | +918.7% |
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