+65.2%
CSGP vs FDS
+135.4%
-70.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.7% | -1.0% | -2.7% |
| 7D | +1.3% | -0.5% | +1.8% | +1.6% |
| 30D | +10.7% | +20.2% | -9.5% | +1.1% |
| 3M | +3.3% | +19.9% | -16.6% | -6.0% |
| 6M | -10.3% | +56.2% | -66.5% | -29.3% |
| YTD | -54.6% | +14.6% | -69.1% | -58.4% |
| 1Y | -54.6% | +31.6% | -86.2% | -61.5% |
| 3Y | -60.3% | -23.8% | -36.5% | -56.2% |
| 5Y | -63.3% | -22.6% | -40.7% | -60.2% |
| All | +65.2% | +135.4% | -70.1% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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