+217.5%
IEFA vs CSGP
+297.4%
-79.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.7% |
| 7D | +0.6% | -4.1% | +4.7% | +1.5% |
| 30D | +1.0% | +2.3% | -1.3% | +0.2% |
| 3M | +4.7% | -8.2% | +12.9% | +5.8% |
| 6M | +8.6% | -35.1% | +43.6% | +18.5% |
| YTD | +14.8% | -54.0% | +68.9% | +35.0% |
| 1Y | +22.6% | -65.3% | +87.9% | +54.2% |
| 3Y | +67.0% | -62.6% | +129.6% | +102.0% |
| 5Y | +52.3% | -64.8% | +117.1% | +82.3% |
| 10Y | +147.3% | +45.1% | +102.3% | +102.7% |
| All | +217.5% | +297.4% | -79.8% | +107.4% |
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