+65.2%
CSGP vs FITB
+247.4%
-182.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.4% |
| 7D | +1.3% | -1.5% | +2.8% | +1.8% |
| 30D | +10.7% | +5.8% | +4.9% | +8.9% |
| 3M | +3.3% | -6.1% | +9.4% | +5.2% |
| 6M | -10.3% | +5.9% | -16.3% | -12.1% |
| YTD | -54.6% | +16.1% | -70.7% | -57.0% |
| 1Y | -54.6% | +28.8% | -83.5% | -58.4% |
| 3Y | -60.3% | +126.0% | -186.4% | -69.5% |
| 5Y | -63.3% | +45.3% | -108.6% | -68.6% |
| All | +65.2% | +247.4% | -182.1% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling