+62.6%
IYR vs CSGP
+44.3%
+18.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | 0.0% |
| 7D | -1.2% | -4.1% | +2.8% | 0.0% |
| 30D | -2.9% | +2.3% | -5.2% | -3.9% |
| 3M | +0.8% | -8.2% | +9.0% | +2.6% |
| 6M | +1.9% | -35.1% | +36.9% | +14.8% |
| YTD | +9.6% | -54.0% | +63.7% | +36.4% |
| 1Y | +8.1% | -65.3% | +73.4% | +47.3% |
| 3Y | +29.2% | -62.6% | +91.8% | +67.6% |
| 5Y | +4.3% | -64.8% | +69.1% | +34.4% |
| All | +62.6% | +44.3% | +18.3% | +50.7% |
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