+3,388.4%
CSGP vs IT
+500.5%
+2,887.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -0.2% |
| 7D | +13.9% | -12.0% | +25.9% | +18.5% |
| 30D | +16.0% | +7.1% | +8.9% | +13.4% |
| 3M | +6.1% | +6.3% | -0.2% | +3.8% |
| 6M | -8.2% | +32.5% | -40.7% | -17.7% |
| YTD | -52.3% | -21.5% | -30.8% | -49.6% |
| 1Y | -54.5% | -16.5% | -38.0% | -52.9% |
| 3Y | -58.6% | -48.8% | -9.8% | -51.2% |
| 5Y | -61.5% | -40.2% | -21.3% | -57.0% |
| 10Y | +74.7% | +112.1% | -37.4% | +27.4% |
| All | +3,388.4% | +500.5% | +2,887.9% | +1,406.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling