+115.5%
IBM vs CSGP
-64.7%
+180.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.6% |
| 7D | -0.3% | -4.1% | +3.8% | +0.6% |
| 30D | +0.3% | +2.3% | -2.0% | -0.5% |
| 3M | -21.6% | -8.2% | -13.4% | -20.5% |
| 6M | -4.7% | -35.1% | +30.4% | +3.2% |
| YTD | -19.1% | -54.0% | +34.9% | -7.3% |
| 1Y | -2.5% | -65.3% | +62.8% | +16.8% |
| 3Y | +74.2% | -62.6% | +136.7% | +103.3% |
| All | +115.5% | -64.7% | +180.2% | +143.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling