+146.4%
IEFA vs CSGP
+72.5%
+73.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.8% | +2.6% |
| 7D | +1.1% | -1.8% | +2.9% | +1.4% |
| 30D | +1.2% | +5.3% | -4.1% | -0.5% |
| 3M | -3.4% | +3.3% | -6.7% | -5.0% |
| 6M | +2.0% | -4.7% | +6.7% | +1.4% |
| YTD | +11.0% | -53.5% | +64.5% | +29.3% |
| 1Y | +15.2% | -53.7% | +69.0% | +34.2% |
| 3Y | +68.4% | -59.7% | +128.1% | +98.7% |
| 5Y | +48.4% | -62.5% | +110.9% | +74.2% |
| 10Y | +146.4% | +67.3% | +79.1% | +110.5% |
| All | +146.4% | +72.5% | +73.8% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling