-54.5%
CSGP vs FE
+6.0%
-60.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +13.9% | +0.6% | +13.3% | +13.7% |
| 30D | +16.0% | +6.4% | +9.6% | +14.6% |
| 3M | +6.1% | -0.5% | +6.6% | +5.6% |
| 6M | -8.2% | +4.7% | -12.9% | -8.8% |
| YTD | -52.3% | +8.4% | -60.7% | -54.9% |
| 1Y | -54.5% | +7.2% | -61.7% | -57.0% |
| All | -54.5% | +6.0% | -60.5% | -57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling