-51.4%
CSGP vs FGI
-70.3%
+18.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.0% | +9.0% | +4.1% |
| 7D | +18.3% | +3.3% | +15.0% | +18.2% |
| 30D | +17.8% | -2.0% | +19.8% | +17.8% |
| 3M | +9.3% | +60.3% | -51.0% | +7.2% |
| 6M | -7.9% | +0.7% | -8.7% | -9.4% |
| YTD | -51.5% | +30.2% | -81.7% | -52.6% |
| 1Y | -53.3% | +44.4% | -97.7% | -54.5% |
| 3Y | -57.9% | -0.4% | -57.5% | -59.0% |
| All | -51.4% | -70.3% | +18.9% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling