+805.3%
IBM vs CSGP
+3,520.0%
-2,714.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +1.1% |
| 7D | +0.4% | +18.3% | -17.9% | -2.4% |
| 30D | +14.8% | +17.8% | -3.0% | +11.2% |
| 3M | +8.9% | +9.3% | -0.3% | +6.7% |
| 6M | +12.4% | -7.9% | +20.4% | +13.2% |
| YTD | -12.4% | -51.5% | +39.2% | -2.7% |
| 1Y | -13.3% | -53.3% | +40.0% | -3.1% |
| 3Y | +88.6% | -57.9% | +146.5% | +111.8% |
| 5Y | +154.8% | -61.3% | +216.1% | +184.9% |
| 10Y | +164.7% | +77.5% | +87.1% | +133.6% |
| All | +805.3% | +3,520.0% | -2,714.7% | +462.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling