-62.8%
CSGP vs FDS
-27.9%
-34.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -0.8% |
| 7D | -4.1% | -1.9% | -2.2% | -3.2% |
| 30D | +2.3% | +9.0% | -6.7% | -1.8% |
| 3M | -8.2% | +18.9% | -27.0% | -15.6% |
| 6M | -35.1% | +35.1% | -70.2% | -43.9% |
| YTD | -54.0% | +5.5% | -59.5% | -55.8% |
| 1Y | -65.3% | -16.8% | -48.5% | -63.5% |
| All | -62.8% | -27.9% | -34.9% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling