+197.8%
IEFA vs CSGP
+292.7%
-94.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | +0.2% |
| 7D | -1.6% | +1.3% | -2.8% | -1.9% |
| 30D | -1.5% | +10.7% | -12.1% | -4.3% |
| 3M | -5.2% | +3.3% | -8.5% | -6.9% |
| 6M | -1.6% | -10.3% | +8.7% | -1.0% |
| YTD | +7.7% | -54.6% | +62.3% | +25.9% |
| 1Y | +12.2% | -54.6% | +66.9% | +31.0% |
| 3Y | +62.1% | -60.3% | +122.4% | +91.6% |
| 5Y | +43.7% | -63.3% | +107.0% | +69.2% |
| 10Y | +142.7% | +66.5% | +76.2% | +91.0% |
| All | +197.8% | +292.7% | -94.9% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling