+67.3%
CSGP vs FITB
+247.7%
-180.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.5% |
| 7D | -1.8% | -1.1% | -0.7% | -1.5% |
| 30D | +5.3% | +7.3% | -2.1% | +3.1% |
| 3M | +3.3% | -4.0% | +7.3% | +4.5% |
| 6M | -4.7% | +11.9% | -16.6% | -8.1% |
| YTD | -53.5% | +19.0% | -72.5% | -56.3% |
| 1Y | -53.7% | +31.0% | -84.8% | -57.8% |
| 3Y | -59.7% | +143.8% | -203.5% | -69.8% |
| 5Y | -62.5% | +48.9% | -111.4% | -68.2% |
| 10Y | +67.3% | +236.6% | -169.3% | +6.4% |
| All | +67.3% | +247.7% | -180.4% | +6.4% |
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