+578.9%
CSGP vs CF
+4,965.4%
-4,386.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.4% | +8.4% | +4.8% |
| 7D | +18.3% | -6.9% | +25.2% | +19.8% |
| 30D | +17.8% | -3.7% | +21.5% | +18.6% |
| 3M | +9.3% | -5.0% | +14.2% | +9.8% |
| 6M | -7.9% | -10.5% | +2.6% | -6.8% |
| YTD | -51.5% | +46.5% | -98.1% | -56.1% |
| 1Y | -53.3% | +34.8% | -88.1% | -57.0% |
| 3Y | -57.9% | +46.7% | -104.6% | -62.5% |
| 5Y | -61.3% | +112.0% | -173.3% | -69.3% |
| 10Y | +77.5% | +529.7% | -452.2% | +4.6% |
| All | +578.9% | +4,965.4% | -4,386.5% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling