-57.7%
CSGP vs FE
+45.0%
-102.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +18.3% | +1.7% | +16.6% | +17.7% |
| 30D | +17.8% | +8.1% | +9.7% | +15.2% |
| 3M | +9.3% | -1.3% | +10.6% | +9.6% |
| 6M | -7.9% | +2.9% | -10.8% | -8.8% |
| YTD | -51.5% | +8.6% | -60.1% | -53.1% |
| 1Y | -53.3% | +6.3% | -59.7% | -54.6% |
| All | -57.7% | +45.0% | -102.7% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling