+73.3%
CSGP vs FICO
+514.7%
-441.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | +13.9% | -0.3% | +14.1% | +13.9% |
| 30D | +16.0% | +1.7% | +14.3% | +14.4% |
| 3M | +6.1% | -35.2% | +41.3% | +20.3% |
| 6M | -8.2% | -33.7% | +25.5% | +1.6% |
| YTD | -52.3% | -58.2% | +5.8% | -37.8% |
| 1Y | -54.5% | -56.6% | +2.1% | -41.6% |
| 3Y | -58.6% | -24.0% | -34.6% | -61.7% |
| 5Y | -61.5% | +86.1% | -147.6% | -77.8% |
| All | +73.3% | +514.7% | -441.4% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling