-62.8%
CSGP vs FGI
-4.4%
-58.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.5% | -10.0% | -2.5% |
| 7D | -4.1% | +0.5% | -4.6% | -4.1% |
| 30D | +2.3% | +65.4% | -63.1% | +1.3% |
| 3M | -8.2% | +23.5% | -31.7% | -9.2% |
| 6M | -35.1% | +60.5% | -95.6% | -35.5% |
| YTD | -54.0% | +30.0% | -84.0% | -54.3% |
| 1Y | -65.3% | +82.1% | -147.4% | -65.3% |
| All | -62.8% | -4.4% | -58.4% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling