+65.2%
CSGP vs CFG
+242.7%
-177.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.4% |
| 7D | +1.3% | -0.9% | +2.2% | +1.6% |
| 30D | +10.7% | +1.1% | +9.6% | +10.4% |
| 3M | +3.3% | -12.0% | +15.3% | +7.0% |
| 6M | -10.3% | -2.2% | -8.1% | -10.0% |
| YTD | -54.6% | +11.4% | -66.0% | -56.2% |
| 1Y | -54.6% | +27.8% | -82.5% | -58.0% |
| 3Y | -60.3% | +173.3% | -233.6% | -70.8% |
| 5Y | -63.3% | +62.4% | -125.7% | -69.5% |
| All | +65.2% | +242.7% | -177.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling