+65.2%
CSGP vs FE
+105.3%
-40.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.2% |
| 7D | +1.3% | -1.0% | +2.3% | +1.6% |
| 30D | +10.7% | +4.1% | +6.5% | +9.4% |
| 3M | +3.3% | -1.0% | +4.3% | +3.6% |
| 6M | -10.3% | +4.0% | -14.3% | -11.4% |
| YTD | -54.6% | +6.8% | -61.4% | -55.6% |
| 1Y | -54.6% | +5.3% | -59.9% | -55.5% |
| 3Y | -60.3% | +44.6% | -104.9% | -65.2% |
| 5Y | -63.3% | +44.2% | -107.5% | -67.9% |
| All | +65.2% | +105.3% | -40.1% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling