-53.3%
CSGP vs FITB
+36.9%
-90.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.6% | +3.7% |
| 7D | +18.3% | +2.3% | +16.0% | +17.8% |
| 30D | +17.8% | +7.7% | +10.1% | +16.2% |
| 3M | +9.3% | -4.5% | +13.7% | +9.4% |
| 6M | -7.9% | +12.5% | -20.4% | -9.8% |
| YTD | -51.5% | +19.8% | -71.3% | -53.7% |
| 1Y | -53.3% | +34.1% | -87.5% | -58.0% |
| All | -53.3% | +36.9% | -90.2% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling