-63.1%
CSGP vs IEF
-8.1%
-55.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +3.0% |
| 7D | +1.3% | -2.0% | +3.3% | +2.6% |
| 30D | +2.8% | +0.7% | +2.1% | +2.6% |
| 3M | -6.3% | -2.5% | -3.8% | -4.9% |
| 6M | -3.2% | -2.6% | -0.6% | -1.7% |
| YTD | -54.0% | -3.2% | -50.8% | -53.1% |
| 1Y | -54.8% | -3.0% | -51.8% | -54.0% |
| 3Y | -60.6% | +10.5% | -71.1% | -62.7% |
| All | -63.1% | -8.1% | -55.0% | -65.4% |
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