+3,446.1%
CSGP vs FE
+443.7%
+3,002.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +18.3% | +1.7% | +16.6% | +17.8% |
| 30D | +17.8% | +8.1% | +9.7% | +15.2% |
| 3M | +9.3% | -1.3% | +10.6% | +9.7% |
| 6M | -7.9% | +2.9% | -10.8% | -8.7% |
| YTD | -51.5% | +8.6% | -60.1% | -52.8% |
| 1Y | -53.3% | +6.3% | -59.7% | -54.3% |
| 3Y | -57.9% | +45.1% | -103.0% | -62.7% |
| 5Y | -61.3% | +47.1% | -108.5% | -66.0% |
| 10Y | +77.5% | +110.6% | -33.1% | +36.4% |
| All | +3,446.1% | +443.7% | +3,002.4% | +2,360.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling