-65.5%
CSGP vs IFF
+30.8%
-96.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | +0.3% | -0.3% | +0.6% | +0.3% |
| 3M | -9.1% | +18.6% | -27.7% | -10.3% |
| 6M | -37.3% | +17.4% | -54.7% | -38.4% |
| YTD | -54.9% | +28.5% | -83.4% | -58.0% |
| 1Y | -65.5% | +32.5% | -98.1% | -68.4% |
| All | -65.5% | +30.8% | -96.4% | -68.4% |
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