+544.1%
CSGP vs CF
+5,948.3%
-5,404.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.8% |
| 7D | -4.1% | +6.0% | -10.1% | -5.2% |
| 30D | +2.3% | +14.8% | -12.5% | -0.6% |
| 3M | -8.2% | +14.1% | -22.2% | -10.9% |
| 6M | -35.1% | +28.5% | -63.6% | -39.2% |
| YTD | -54.0% | +74.9% | -129.0% | -59.6% |
| 1Y | -65.3% | +61.7% | -127.0% | -69.1% |
| 3Y | -62.6% | +80.3% | -142.9% | -67.9% |
| 5Y | -64.8% | +226.0% | -290.8% | -74.4% |
| 10Y | +45.1% | +569.9% | -524.8% | -15.4% |
| All | +544.1% | +5,948.3% | -5,404.2% | +115.7% |
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