+149.9%
IBM vs CSGP
+72.5%
+77.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.1% |
| 7D | -2.5% | -1.8% | -0.7% | -2.1% |
| 30D | +8.4% | +5.3% | +3.1% | +6.0% |
| 3M | +4.5% | +3.3% | +1.2% | +2.4% |
| 6M | +7.9% | -4.7% | +12.6% | +7.9% |
| YTD | -15.2% | -53.5% | +38.3% | +0.4% |
| 1Y | -17.6% | -53.7% | +36.1% | -2.4% |
| 3Y | +82.1% | -59.7% | +141.8% | +118.4% |
| 5Y | +143.3% | -62.5% | +205.8% | +191.4% |
| 10Y | +149.9% | +67.3% | +82.7% | +120.4% |
| All | +149.9% | +72.5% | +77.4% | +120.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling