-64.8%
CSGP vs FICO
+99.8%
-164.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -16.7% | +14.3% | +2.8% |
| 7D | -4.1% | -19.2% | +15.1% | +2.0% |
| 30D | +2.3% | -14.6% | +16.9% | +7.0% |
| 3M | -8.2% | -20.1% | +11.9% | -2.9% |
| 6M | -35.1% | -36.3% | +1.3% | -27.1% |
| YTD | -54.0% | -44.9% | -9.2% | -46.1% |
| 1Y | -65.3% | -38.6% | -26.7% | -61.1% |
| 3Y | -62.6% | +4.0% | -66.5% | -67.8% |
| All | -64.8% | +99.8% | -164.6% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling