+65.2%
CSGP vs IT
+100.5%
-35.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.0% | -0.7% | -2.9% |
| 7D | +1.3% | -16.9% | +18.2% | +9.3% |
| 30D | +10.7% | +2.3% | +8.4% | +9.5% |
| 3M | +3.3% | +2.9% | +0.4% | +1.6% |
| 6M | -10.3% | +25.9% | -36.2% | -20.9% |
| YTD | -54.6% | -24.6% | -29.9% | -50.4% |
| 1Y | -54.6% | -16.0% | -38.6% | -52.8% |
| 3Y | -60.3% | -51.6% | -8.8% | -49.6% |
| 5Y | -63.3% | -42.6% | -20.7% | -57.9% |
| All | +65.2% | +100.5% | -35.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling