+39.3%
IYR vs CSGP
-58.5%
+97.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | +2.8% | +13.9% | -11.1% | +0.4% |
| 30D | +7.3% | +16.0% | -8.7% | +4.0% |
| 3M | -2.0% | +6.1% | -8.1% | -3.8% |
| 6M | +1.5% | -8.2% | +9.7% | +2.1% |
| YTD | +10.5% | -52.3% | +62.9% | +27.5% |
| 1Y | +10.5% | -54.5% | +65.0% | +29.0% |
| All | +39.3% | -58.5% | +97.8% | +57.9% |
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