-64.8%
CSGP vs IEF
-8.0%
-56.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | -0.3% | -3.8% | -3.9% |
| 30D | +2.3% | -0.8% | +3.1% | +2.7% |
| 3M | -8.2% | -1.0% | -7.2% | -7.7% |
| 6M | -35.1% | -2.8% | -32.3% | -34.2% |
| YTD | -54.0% | -1.5% | -52.5% | -53.7% |
| 1Y | -65.3% | -0.4% | -64.9% | -65.2% |
| 3Y | -62.6% | +9.7% | -72.2% | -64.5% |
| All | -64.8% | -8.0% | -56.8% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling