+20.0%
IEFA vs CSGP
-66.0%
+86.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.6% |
| 7D | +1.2% | -5.1% | +6.3% | +1.1% |
| 30D | -0.6% | +0.3% | -0.9% | -0.5% |
| 3M | +6.2% | -9.1% | +15.3% | +6.3% |
| 6M | +11.2% | -37.3% | +48.5% | +12.3% |
| YTD | +14.2% | -54.9% | +69.0% | +17.7% |
| 1Y | +20.0% | -65.5% | +85.6% | +28.6% |
| All | +20.0% | -66.0% | +86.0% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling