-60.3%
CSGP vs IFF
+22.4%
-82.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.3% | -0.3% | -3.6% |
| 7D | +1.3% | -11.2% | +12.4% | +4.2% |
| 30D | +10.7% | -1.8% | +12.5% | +11.6% |
| 3M | +3.3% | -1.8% | +5.1% | +4.1% |
| 6M | -10.3% | +0.6% | -11.0% | -10.3% |
| YTD | -54.6% | +24.6% | -79.1% | -57.4% |
| 1Y | -54.6% | +34.4% | -89.0% | -58.5% |
| 3Y | -60.3% | +22.1% | -82.4% | -65.0% |
| All | -60.3% | +22.4% | -82.7% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling