-61.5%
CSGP vs FICO
+84.1%
-145.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +13.9% | -0.3% | +14.1% | +13.9% |
| 30D | +16.0% | +1.7% | +14.3% | +14.8% |
| 3M | +6.1% | -35.2% | +41.3% | +17.5% |
| 6M | -8.2% | -33.7% | +25.5% | -0.2% |
| YTD | -52.3% | -58.2% | +5.8% | -40.9% |
| 1Y | -54.5% | -56.6% | +2.1% | -44.3% |
| 3Y | -58.6% | -24.0% | -34.6% | -61.4% |
| 5Y | -61.5% | +86.1% | -147.6% | -75.1% |
| All | -61.5% | +84.1% | -145.6% | -75.1% |
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