-58.4%
CSGP vs CF
+56.6%
-115.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -2.0% |
| 7D | +13.9% | +0.4% | +13.5% | +13.8% |
| 30D | +16.0% | +2.2% | +13.8% | +15.8% |
| 3M | +6.1% | +2.1% | +4.0% | +5.7% |
| 6M | -8.2% | -6.5% | -1.6% | -8.0% |
| YTD | -52.3% | +55.6% | -107.9% | -56.1% |
| 1Y | -54.5% | +42.3% | -96.8% | -57.4% |
| All | -58.4% | +56.6% | -115.0% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling