-7.9%
CSGP vs FFIV
+2.3%
-10.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.1% |
| 7D | +18.3% | -9.8% | +28.1% | +19.6% |
| 30D | +17.8% | -28.1% | +45.9% | +24.4% |
| 3M | +9.3% | -20.0% | +29.3% | +18.0% |
| 6M | -7.9% | -0.1% | -7.9% | -3.5% |
| All | -7.9% | +2.3% | -10.2% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling