+822.6%
CSGP vs FFIV
+6,333.6%
-5,510.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.1% |
| 7D | +18.3% | -9.8% | +28.1% | +20.2% |
| 30D | +17.8% | -28.1% | +45.9% | +24.4% |
| 3M | +9.3% | -20.0% | +29.3% | +13.0% |
| 6M | -7.9% | -0.1% | -7.9% | -8.7% |
| YTD | -51.5% | +29.2% | -80.7% | -54.1% |
| 1Y | -53.3% | +36.6% | -89.9% | -56.2% |
| 3Y | -57.9% | +114.0% | -171.9% | -63.7% |
| 5Y | -61.3% | +48.1% | -109.4% | -64.6% |
| 10Y | +77.5% | +142.9% | -65.4% | +47.9% |
| All | +822.6% | +6,333.6% | -5,510.9% | +336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling