+3,264.4%
CSGP vs IFF
+287.9%
+2,976.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.1% | -1.8% | -2.2% | -3.4% |
| 30D | +2.3% | -2.0% | +4.3% | +3.1% |
| 3M | -8.2% | +18.5% | -26.7% | -14.1% |
| 6M | -35.1% | +11.7% | -46.7% | -39.0% |
| YTD | -54.0% | +29.6% | -83.6% | -59.4% |
| 1Y | -65.3% | +35.0% | -100.3% | -69.9% |
| 3Y | -62.6% | +32.3% | -94.8% | -68.1% |
| 5Y | -64.8% | -34.6% | -30.3% | -61.4% |
| 10Y | +45.1% | -20.6% | +65.7% | +37.5% |
| All | +3,264.4% | +287.9% | +2,976.4% | +1,606.9% |
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