+52.3%
IEFA vs CSGP
-64.7%
+117.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.5% |
| 7D | +0.6% | -4.1% | +4.7% | +1.3% |
| 30D | +1.0% | +2.3% | -1.3% | +0.4% |
| 3M | +4.7% | -8.2% | +12.9% | +5.7% |
| 6M | +8.6% | -35.1% | +43.6% | +17.0% |
| YTD | +14.8% | -54.0% | +68.9% | +32.3% |
| 1Y | +22.6% | -65.3% | +87.9% | +50.6% |
| 3Y | +67.0% | -62.6% | +129.6% | +97.4% |
| All | +52.3% | -64.7% | +117.0% | +69.1% |
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