+1,306.3%
CSGP vs IEF
+129.4%
+1,176.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.5% |
| 7D | -4.1% | -0.3% | -3.8% | -4.3% |
| 30D | +2.3% | -0.8% | +3.1% | +1.7% |
| 3M | -8.2% | -1.0% | -7.2% | -8.9% |
| 6M | -35.1% | -2.8% | -32.3% | -36.5% |
| YTD | -54.0% | -1.5% | -52.5% | -54.5% |
| 1Y | -65.3% | -0.4% | -64.9% | -65.4% |
| 3Y | -62.6% | +9.7% | -72.2% | -60.0% |
| 5Y | -64.8% | -8.3% | -56.5% | -69.5% |
| 10Y | +45.1% | +4.6% | +40.5% | +49.2% |
| All | +1,306.3% | +129.4% | +1,176.9% | +3,967.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling