-56.4%
CSGP vs IFF
+26.2%
-82.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.1% |
| 7D | -6.1% | -6.9% | +0.8% | -4.9% |
| 30D | +0.3% | -8.9% | +9.2% | +2.3% |
| 3M | -1.3% | -3.7% | +2.4% | 0.0% |
| 6M | -8.9% | +3.5% | -12.4% | -7.9% |
| YTD | -55.2% | +21.2% | -76.4% | -56.8% |
| 1Y | -56.4% | +25.6% | -82.0% | -58.1% |
| All | -56.4% | +26.2% | -82.6% | -58.1% |
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