+40.1%
CSGP vs IFF
-21.4%
+61.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | +0.3% | -0.3% | +0.6% | +0.5% |
| 3M | -9.1% | +18.6% | -27.7% | -14.0% |
| 6M | -37.3% | +17.4% | -54.7% | -41.3% |
| YTD | -54.9% | +28.5% | -83.4% | -59.2% |
| 1Y | -65.5% | +32.5% | -98.1% | -69.3% |
| 3Y | -63.3% | +34.1% | -97.3% | -68.0% |
| 5Y | -65.8% | -35.2% | -30.6% | -62.4% |
| 10Y | +40.1% | -21.1% | +61.2% | +38.3% |
| All | +40.1% | -21.4% | +61.6% | +38.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling