-35.1%
CSGP vs FE
-5.6%
-29.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.3% |
| 7D | -4.1% | +1.9% | -6.0% | -4.4% |
| 30D | +2.3% | -1.2% | +3.5% | +2.5% |
| 3M | -8.2% | +3.5% | -11.7% | -7.8% |
| 6M | -35.1% | -6.1% | -29.0% | -37.9% |
| All | -35.1% | -5.6% | -29.4% | -37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling