+65.1%
CSGP vs IEF
+6.9%
+58.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.1% | -2.8% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | +2.2% | +1.8% | +0.4% | +2.1% |
| 3M | -3.7% | -1.2% | -2.5% | -3.6% |
| 6M | -7.4% | -2.5% | -4.9% | -7.3% |
| YTD | -54.9% | -2.5% | -52.4% | -54.9% |
| 1Y | -54.9% | -2.3% | -52.6% | -54.8% |
| 3Y | -61.9% | +11.3% | -73.2% | -61.9% |
| 5Y | -63.1% | -7.6% | -55.5% | -67.3% |
| 10Y | +65.1% | +7.3% | +57.9% | +74.5% |
| All | +65.1% | +6.9% | +58.2% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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