-63.1%
CSGP vs IFF
-39.2%
-23.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.5% |
| 7D | +1.3% | -1.8% | +3.1% | +1.9% |
| 30D | +2.8% | -9.4% | +12.2% | +6.3% |
| 3M | -6.3% | -3.0% | -3.3% | -5.1% |
| 6M | -3.2% | +5.8% | -9.0% | -4.8% |
| YTD | -54.0% | +22.4% | -76.3% | -57.6% |
| 1Y | -54.8% | +23.0% | -77.9% | -58.6% |
| 3Y | -60.6% | +21.8% | -82.3% | -64.7% |
| All | -63.1% | -39.2% | -23.9% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling