-65.3%
CSGP vs IFF
+34.4%
-99.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.1% | -1.8% | -2.2% | -3.8% |
| 30D | +2.3% | -2.0% | +4.3% | +2.4% |
| 3M | -8.2% | +18.5% | -26.7% | -9.5% |
| 6M | -35.1% | +11.7% | -46.7% | -35.3% |
| YTD | -54.0% | +29.6% | -83.6% | -57.3% |
| 1Y | -65.3% | +35.0% | -100.3% | -68.5% |
| All | -65.3% | +34.4% | -99.7% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling