-65.3%
CSGP vs CF
+62.4%
-127.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.4% |
| 7D | -4.1% | +6.0% | -10.1% | -4.0% |
| 30D | +2.3% | +14.8% | -12.5% | +2.3% |
| 3M | -8.2% | +14.1% | -22.2% | -8.4% |
| 6M | -35.1% | +28.5% | -63.6% | -36.6% |
| YTD | -54.0% | +74.9% | -129.0% | -57.6% |
| 1Y | -65.3% | +61.7% | -127.0% | -67.1% |
| All | -65.3% | +62.4% | -127.7% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling