+43.6%
IEFA vs CSGP
-63.4%
+107.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.1% |
| 7D | -1.6% | +1.3% | -2.8% | -1.8% |
| 30D | -1.5% | +10.7% | -12.1% | -3.6% |
| 3M | -5.2% | +3.3% | -8.5% | -6.4% |
| 6M | -1.6% | -10.3% | +8.7% | -1.0% |
| YTD | +7.7% | -54.6% | +62.3% | +23.9% |
| 1Y | +12.2% | -54.6% | +66.9% | +28.9% |
| 3Y | +62.1% | -60.3% | +122.4% | +88.0% |
| All | +43.6% | -63.4% | +107.0% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling