-64.8%
CSGP vs FFIV
+91.3%
-156.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -4.1% | -1.0% | -3.1% | -3.8% |
| 30D | +2.3% | -5.1% | +7.4% | +3.7% |
| 3M | -8.2% | -4.5% | -3.7% | -7.7% |
| 6M | -35.1% | +36.5% | -71.5% | -43.7% |
| YTD | -54.0% | +53.0% | -107.0% | -62.0% |
| 1Y | -65.3% | +24.2% | -89.5% | -69.1% |
| 3Y | -62.6% | +137.2% | -199.8% | -75.6% |
| All | -64.8% | +91.3% | -156.1% | -74.2% |
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