-64.8%
CSGP vs FDS
-17.4%
-47.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -0.6% |
| 7D | -4.1% | -1.9% | -2.2% | -3.2% |
| 30D | +2.3% | +9.0% | -6.7% | -2.2% |
| 3M | -8.2% | +18.9% | -27.0% | -16.4% |
| 6M | -35.1% | +35.1% | -70.2% | -45.1% |
| YTD | -54.0% | +5.5% | -59.5% | -55.9% |
| 1Y | -65.3% | -16.8% | -48.5% | -62.6% |
| 3Y | -62.6% | -28.1% | -34.5% | -57.0% |
| All | -64.8% | -17.4% | -47.4% | -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 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