-62.9%
CSGP vs FFIV
+41.1%
-104.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.5% |
| 7D | -7.1% | -2.9% | -4.1% | -6.2% |
| 30D | +3.6% | -32.4% | +36.0% | +18.6% |
| 3M | -2.7% | -22.7% | +20.0% | +5.6% |
| 6M | -8.0% | -10.7% | +2.6% | -6.7% |
| YTD | -55.0% | +25.4% | -80.3% | -60.7% |
| 1Y | -55.8% | +34.2% | -89.9% | -62.6% |
| 3Y | -62.0% | +101.2% | -163.2% | -74.9% |
| 5Y | -62.9% | +42.0% | -104.9% | -71.7% |
| All | -62.9% | +41.1% | -104.1% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling