-64.8%
CSGP vs CF
+227.0%
-291.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.2% |
| 7D | -4.1% | +6.0% | -10.1% | -4.6% |
| 30D | +2.3% | +14.8% | -12.5% | +1.0% |
| 3M | -8.2% | +14.1% | -22.2% | -9.5% |
| 6M | -35.1% | +28.5% | -63.6% | -37.2% |
| YTD | -54.0% | +74.9% | -129.0% | -57.2% |
| 1Y | -65.3% | +61.7% | -127.0% | -67.4% |
| 3Y | -62.6% | +80.3% | -142.9% | -65.6% |
| All | -64.8% | +227.0% | -291.7% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling