+132.4%
IBM vs CSGP
+45.2%
+87.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | -0.3% | -4.1% | +3.8% | +0.8% |
| 30D | +0.3% | +2.3% | -2.0% | -0.6% |
| 3M | -21.6% | -8.2% | -13.4% | -20.2% |
| 6M | -4.7% | -35.1% | +30.4% | +5.5% |
| YTD | -19.1% | -54.0% | +34.9% | -3.1% |
| 1Y | -2.5% | -65.3% | +62.8% | +24.4% |
| 3Y | +74.2% | -62.6% | +136.7% | +114.2% |
| 5Y | +113.1% | -64.8% | +178.0% | +161.1% |
| All | +132.4% | +45.2% | +87.1% | +107.9% |
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