+89.1%
IYR vs CSGP
+61.5%
+27.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.6% |
| 7D | +2.1% | -3.2% | +5.3% | +3.0% |
| 30D | +7.2% | +2.2% | +4.9% | +5.6% |
| 3M | +0.4% | -3.7% | +4.0% | +0.2% |
| 6M | +1.4% | -7.4% | +8.9% | +1.8% |
| YTD | +11.3% | -54.9% | +66.2% | +37.8% |
| 1Y | +10.5% | -54.9% | +65.4% | +36.5% |
| 3Y | +41.7% | -61.9% | +103.6% | +80.7% |
| 5Y | +7.1% | -63.1% | +70.2% | +34.6% |
| 10Y | +89.1% | +65.1% | +23.9% | +81.3% |
| All | +89.1% | +61.5% | +27.6% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling