+80.4%
IBM vs CSGP
-60.4%
+140.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | +0.4% |
| 7D | -5.0% | +1.3% | -6.2% | -5.4% |
| 30D | +11.1% | +10.7% | +0.4% | +6.6% |
| 3M | +5.7% | +3.3% | +2.4% | +3.2% |
| 6M | +10.1% | -10.3% | +20.4% | +11.4% |
| YTD | -15.6% | -54.6% | +39.0% | -0.2% |
| 1Y | -19.5% | -54.6% | +35.1% | -4.9% |
| 3Y | +80.4% | -60.3% | +140.7% | +115.3% |
| All | +80.4% | -60.4% | +140.8% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling