-63.1%
CSGP vs FDS
-22.8%
-40.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -3.2% | -2.0% | -1.2% | -2.0% |
| 30D | +2.2% | +13.5% | -11.3% | -4.1% |
| 3M | -3.7% | +15.2% | -18.8% | -10.6% |
| 6M | -7.4% | +47.0% | -54.5% | -25.0% |
| YTD | -54.9% | +13.9% | -68.8% | -58.4% |
| 1Y | -54.9% | +25.2% | -80.1% | -60.7% |
| 3Y | -61.9% | -25.3% | -36.6% | -56.7% |
| 5Y | -63.1% | -23.3% | -39.8% | -60.0% |
| All | -63.1% | -22.8% | -40.3% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling