-58.4%
CSGP vs FDS
-20.2%
-38.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +13.9% | +6.4% | +7.5% | +10.6% |
| 30D | +16.0% | +25.2% | -9.2% | +4.6% |
| 3M | +6.1% | +22.9% | -16.8% | -3.9% |
| 6M | -8.2% | +56.5% | -64.7% | -25.7% |
| YTD | -52.3% | +19.0% | -71.3% | -56.8% |
| 1Y | -54.5% | +32.7% | -87.2% | -60.8% |
| All | -58.4% | -20.2% | -38.2% | -57.0% |
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