-57.7%
CSGP vs CF
+47.5%
-105.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.4% | +8.4% | +4.3% |
| 7D | +18.3% | -6.9% | +25.2% | +18.9% |
| 30D | +17.8% | -3.7% | +21.5% | +18.1% |
| 3M | +9.3% | -5.0% | +14.2% | +9.4% |
| 6M | -7.9% | -10.5% | +2.6% | -7.5% |
| YTD | -51.5% | +46.5% | -98.1% | -55.2% |
| 1Y | -53.3% | +34.8% | -88.1% | -56.2% |
| All | -57.7% | +47.5% | -105.2% | -61.6% |
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