+82.9%
IVV vs CSGP
-57.8%
+140.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +1.2% |
| 7D | -0.7% | +18.3% | -19.0% | -2.5% |
| 30D | -1.0% | +17.8% | -18.8% | -3.3% |
| 3M | -0.3% | +9.3% | -9.6% | -1.9% |
| 6M | +7.4% | -7.9% | +15.3% | +8.1% |
| YTD | +13.4% | -51.5% | +64.9% | +28.1% |
| 1Y | +14.8% | -53.3% | +68.1% | +30.6% |
| All | +82.9% | -57.8% | +140.7% | +107.0% |
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