+48.0%
IEFA vs CSGP
-62.5%
+110.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.3% |
| 7D | +2.2% | +1.3% | +0.9% | +2.0% |
| 30D | +1.1% | +2.8% | -1.8% | +0.2% |
| 3M | -4.3% | -6.3% | +2.1% | -3.9% |
| 6M | +1.4% | -3.2% | +4.5% | +0.7% |
| YTD | +10.1% | -54.0% | +64.0% | +26.3% |
| 1Y | +12.9% | -54.8% | +67.7% | +30.0% |
| 3Y | +65.8% | -60.6% | +126.4% | +92.9% |
| All | +48.0% | -62.5% | +110.5% | +73.5% |
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 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