+60.0%
CSGP vs FITB
+212.2%
-152.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.5% |
| 7D | +1.3% | +2.8% | -1.4% | +0.5% |
| 30D | +2.8% | +9.8% | -7.0% | 0.0% |
| 3M | -6.3% | -5.2% | -1.2% | -4.9% |
| 6M | -3.2% | +17.3% | -20.5% | -8.0% |
| YTD | -54.0% | +19.3% | -73.3% | -56.7% |
| 1Y | -54.8% | +32.7% | -87.5% | -59.0% |
| 3Y | -60.6% | +141.6% | -202.2% | -70.3% |
| 5Y | -62.6% | +48.9% | -111.5% | -68.3% |
| All | +60.0% | +212.2% | -152.1% | +3.7% |
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