-60.3%
CSGP vs IT
-51.0%
-9.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.0% | -0.7% | -3.1% |
| 7D | +1.3% | -16.9% | +18.2% | +8.3% |
| 30D | +10.7% | +2.3% | +8.4% | +9.9% |
| 3M | +3.3% | +2.9% | +0.4% | +2.1% |
| 6M | -10.3% | +25.9% | -36.2% | -19.0% |
| YTD | -54.6% | -24.6% | -29.9% | -52.2% |
| 1Y | -54.6% | -16.0% | -38.6% | -53.7% |
| 3Y | -60.3% | -51.6% | -8.8% | -54.7% |
| All | -60.3% | -51.0% | -9.4% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling