+62.6%
CSGP vs IEF
+7.3%
+55.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.1% | -0.8% | -6.3% | -7.0% |
| 30D | +3.6% | +2.0% | +1.6% | +3.5% |
| 3M | -2.7% | -1.1% | -1.7% | -2.7% |
| 6M | -8.0% | -1.9% | -6.1% | -8.0% |
| YTD | -55.0% | -2.2% | -52.8% | -55.0% |
| 1Y | -55.8% | -2.3% | -53.4% | -55.7% |
| 3Y | -62.0% | +11.6% | -73.6% | -62.0% |
| 5Y | -62.9% | -7.1% | -55.9% | -67.0% |
| 10Y | +62.6% | +7.8% | +54.8% | +71.5% |
| All | +62.6% | +7.3% | +55.3% | +71.5% |
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