+3,300.3%
CSGP vs IFF
+281.1%
+3,019.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.4% |
| 7D | -1.8% | -10.8% | +9.0% | +2.4% |
| 30D | +5.3% | -0.1% | +5.4% | +5.6% |
| 3M | +3.3% | -1.2% | +4.5% | +4.0% |
| 6M | -4.7% | +5.2% | -9.9% | -6.8% |
| YTD | -53.5% | +27.3% | -80.8% | -58.6% |
| 1Y | -53.7% | +39.2% | -92.9% | -60.3% |
| 3Y | -59.7% | +26.1% | -85.9% | -64.9% |
| 5Y | -62.5% | -37.0% | -25.5% | -58.0% |
| 10Y | +67.3% | -13.0% | +80.3% | +52.8% |
| All | +3,300.3% | +281.1% | +3,019.2% | +1,639.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling