+142.1%
IBM vs CSGP
-62.1%
+204.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.5% |
| 7D | -4.3% | +13.9% | -18.2% | -7.2% |
| 30D | +11.7% | +16.0% | -4.3% | +7.1% |
| 3M | +5.5% | +6.1% | -0.6% | +3.1% |
| 6M | +9.5% | -8.2% | +17.6% | +10.0% |
| YTD | -14.9% | -52.3% | +37.5% | -3.6% |
| 1Y | -17.4% | -54.5% | +37.1% | -5.8% |
| 3Y | +83.3% | -58.6% | +141.8% | +109.8% |
| 5Y | +142.1% | -61.5% | +203.6% | +177.6% |
| All | +142.1% | -62.1% | +204.1% | +177.6% |
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