-63.2%
CSGP vs IEF
-7.7%
-55.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.6% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +10.7% | +3.1% | +7.6% | +8.9% |
| 3M | +3.3% | -0.8% | +4.1% | +3.7% |
| 6M | -10.3% | -2.0% | -8.4% | -9.4% |
| YTD | -54.6% | -1.9% | -52.7% | -54.2% |
| 1Y | -54.6% | -1.8% | -52.8% | -54.3% |
| 3Y | -60.3% | +12.0% | -72.4% | -62.8% |
| All | -63.2% | -7.7% | -55.6% | -65.9% |
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