+44.1%
CSGP vs IT
+103.9%
-59.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -0.5% |
| 7D | -4.1% | -6.0% | +2.0% | -1.6% |
| 30D | +2.3% | 0.0% | +2.3% | +2.3% |
| 3M | -8.2% | +13.1% | -21.2% | -14.4% |
| 6M | -35.1% | +11.7% | -46.8% | -39.6% |
| YTD | -54.0% | -26.1% | -27.9% | -49.2% |
| 1Y | -65.3% | -21.3% | -44.1% | -63.1% |
| 3Y | -62.6% | -46.7% | -15.8% | -54.7% |
| 5Y | -64.8% | -40.5% | -24.3% | -60.1% |
| All | +44.1% | +103.9% | -59.8% | -0.1% |
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