+3,388.4%
CSGP vs FDS
+6,039.7%
-2,651.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +13.9% | +6.4% | +7.5% | +11.0% |
| 30D | +16.0% | +25.2% | -9.2% | +5.6% |
| 3M | +6.1% | +22.9% | -16.8% | -2.9% |
| 6M | -8.2% | +56.5% | -64.7% | -24.7% |
| YTD | -52.3% | +19.0% | -71.3% | -56.4% |
| 1Y | -54.5% | +32.7% | -87.2% | -60.4% |
| 3Y | -58.6% | -20.4% | -38.2% | -55.8% |
| 5Y | -61.5% | -19.6% | -41.9% | -59.3% |
| 10Y | +74.7% | +148.5% | -73.9% | +13.3% |
| All | +3,388.4% | +6,039.7% | -2,651.3% | +393.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling