-64.1%
CSGP vs FIGR
-31.9%
-32.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.9% | -5.6% | +2.0% |
| 7D | -1.8% | +12.5% | -14.4% | -2.2% |
| 30D | +5.3% | -14.1% | +19.4% | +5.8% |
| 3M | +3.3% | -14.3% | +17.6% | +3.7% |
| 6M | -4.7% | -34.8% | +30.2% | -3.7% |
| YTD | -53.5% | -40.0% | -13.6% | -51.8% |
| 1Y | -53.7% | -32.9% | -20.8% | -52.2% |
| All | -64.1% | -31.9% | -32.2% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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