+44.1%
CSGP vs CFG
+317.4%
-273.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -4.1% | +1.5% | -5.6% | -4.5% |
| 30D | +2.3% | -3.8% | +6.1% | +3.3% |
| 3M | -8.2% | +11.5% | -19.7% | -11.1% |
| 6M | -35.1% | +19.2% | -54.3% | -38.5% |
| YTD | -54.0% | +23.7% | -77.7% | -57.0% |
| 1Y | -65.3% | +38.8% | -104.2% | -68.7% |
| 3Y | -62.6% | +178.9% | -241.5% | -72.7% |
| 5Y | -64.8% | +101.8% | -166.6% | -72.5% |
| All | +44.1% | +317.4% | -273.3% | -22.5% |
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