-53.5%
CSGP vs FITB
+31.0%
-84.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.7% |
| 7D | -1.8% | -1.1% | -0.7% | -1.6% |
| 30D | +5.3% | +7.3% | -2.1% | +3.9% |
| 3M | +3.3% | -4.0% | +7.3% | +3.4% |
| 6M | -4.7% | +11.9% | -16.6% | -6.4% |
| YTD | -53.5% | +19.0% | -72.5% | -55.5% |
| All | -53.5% | +31.0% | -84.6% | -57.2% |
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 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