-58.4%
CSGP vs FITB
+124.9%
-183.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.8% |
| 7D | +13.9% | -1.8% | +15.7% | +14.7% |
| 30D | +16.0% | +4.8% | +11.2% | +14.1% |
| 3M | +6.1% | -6.4% | +12.5% | +8.5% |
| 6M | -8.2% | +7.9% | -16.1% | -11.1% |
| YTD | -52.3% | +17.0% | -69.3% | -55.8% |
| 1Y | -54.5% | +29.9% | -84.4% | -59.8% |
| All | -58.4% | +124.9% | -183.3% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling