-13.3%
IBM vs CSGP
-53.2%
+40.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.4% |
| 7D | +0.4% | +18.3% | -17.9% | -5.1% |
| 30D | +14.8% | +17.8% | -3.0% | +6.7% |
| 3M | +8.9% | +9.3% | -0.3% | +3.6% |
| 6M | +12.4% | -7.9% | +20.4% | +12.8% |
| YTD | -12.4% | -51.5% | +39.2% | +4.2% |
| 1Y | -13.3% | -53.3% | +40.0% | +4.0% |
| All | -13.3% | -53.2% | +40.0% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling