-54.6%
CSGP vs FFIV
+26.7%
-81.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.6% |
| 7D | +1.3% | -8.1% | +9.4% | +2.7% |
| 30D | +10.7% | -33.4% | +44.1% | +20.1% |
| 3M | +3.3% | -24.7% | +28.0% | +10.7% |
| 6M | -10.3% | -8.8% | -1.5% | -9.9% |
| YTD | -54.6% | +21.8% | -76.3% | -58.4% |
| 1Y | -54.6% | +25.3% | -79.9% | -59.3% |
| All | -54.6% | +26.7% | -81.3% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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