+65.2%
CSGP vs IEF
+5.6%
+59.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +10.7% | +3.1% | +7.6% | +10.4% |
| 3M | +3.3% | -0.8% | +4.1% | +3.2% |
| 6M | -10.3% | -2.0% | -8.4% | -10.3% |
| YTD | -54.6% | -1.9% | -52.7% | -54.6% |
| 1Y | -54.6% | -1.8% | -52.8% | -54.7% |
| 3Y | -60.3% | +12.0% | -72.4% | -60.3% |
| 5Y | -63.3% | -7.5% | -55.8% | -67.6% |
| All | +65.2% | +5.6% | +59.7% | +72.2% |
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