+73.3%
CSGP vs FDS
+144.4%
-71.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +13.9% | +6.4% | +7.5% | +10.4% |
| 30D | +16.0% | +25.2% | -9.2% | +3.7% |
| 3M | +6.1% | +22.9% | -16.8% | -4.7% |
| 6M | -8.2% | +56.5% | -64.7% | -27.7% |
| YTD | -52.3% | +19.0% | -71.3% | -57.2% |
| 1Y | -54.5% | +32.7% | -87.2% | -61.6% |
| 3Y | -58.6% | -20.4% | -38.2% | -55.3% |
| 5Y | -61.5% | -19.6% | -41.9% | -59.1% |
| All | +73.3% | +144.4% | -71.1% | +19.7% |
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