+3,388.4%
CSGP vs IRM
+3,277.0%
+111.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -11.1% | +9.5% | +1.8% |
| 7D | +13.9% | -10.9% | +24.8% | +17.7% |
| 30D | +16.0% | -9.4% | +25.4% | +19.0% |
| 3M | +6.1% | -16.4% | +22.5% | +11.1% |
| 6M | -8.2% | -18.7% | +10.6% | -3.5% |
| YTD | -52.3% | +30.1% | -82.4% | -57.4% |
| 1Y | -54.5% | +8.5% | -63.0% | -57.0% |
| 3Y | -58.6% | +88.0% | -146.6% | -67.9% |
| 5Y | -61.5% | +167.6% | -229.1% | -73.6% |
| 10Y | +74.7% | +458.9% | -384.2% | -10.3% |
| All | +3,388.4% | +3,277.0% | +111.5% | +936.9% |
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