-59.7%
CSGP vs IEF
+11.5%
-71.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | -1.8% | +0.3% | -2.2% | -2.1% |
| 30D | +5.3% | +2.7% | +2.6% | +3.4% |
| 3M | +3.3% | -0.8% | +4.1% | +3.6% |
| 6M | -4.7% | -1.7% | -3.0% | -3.9% |
| YTD | -53.5% | -1.6% | -51.9% | -53.2% |
| 1Y | -53.7% | -1.6% | -52.2% | -53.5% |
| 3Y | -59.7% | +12.4% | -72.1% | -65.0% |
| All | -59.7% | +11.5% | -71.2% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling