-61.5%
CSGP vs CFG
+61.9%
-123.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.6% |
| 7D | +13.9% | -2.2% | +16.1% | +14.7% |
| 30D | +16.0% | +0.4% | +15.6% | +15.9% |
| 3M | +6.1% | -12.6% | +18.7% | +10.8% |
| 6M | -8.2% | +0.6% | -8.8% | -8.7% |
| YTD | -52.3% | +12.4% | -64.8% | -54.6% |
| 1Y | -54.5% | +27.7% | -82.2% | -58.6% |
| 3Y | -58.6% | +172.4% | -231.0% | -71.6% |
| 5Y | -61.5% | +64.0% | -125.5% | -68.4% |
| All | -61.5% | +61.9% | -123.4% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling