+105.5%
CSGP vs CFG
+365.8%
-260.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.3% |
| 7D | +18.3% | +1.8% | +16.5% | +17.7% |
| 30D | +17.8% | +3.3% | +14.5% | +16.7% |
| 3M | +9.3% | -9.8% | +19.1% | +12.6% |
| 6M | -7.9% | +5.2% | -13.1% | -9.6% |
| YTD | -51.5% | +16.1% | -67.6% | -54.0% |
| 1Y | -53.3% | +33.7% | -87.0% | -57.5% |
| 3Y | -57.9% | +181.2% | -239.1% | -69.8% |
| 5Y | -61.3% | +69.1% | -130.4% | -68.6% |
| 10Y | +77.5% | +264.3% | -186.7% | -2.9% |
| All | +105.5% | +365.8% | -260.4% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling