-63.2%
CSGP vs FITB
+44.6%
-107.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.4% |
| 7D | +1.3% | -1.5% | +2.8% | +1.9% |
| 30D | +10.7% | +5.8% | +4.9% | +8.6% |
| 3M | +3.3% | -6.1% | +9.4% | +5.5% |
| 6M | -10.3% | +5.9% | -16.3% | -12.5% |
| YTD | -54.6% | +16.1% | -70.7% | -57.5% |
| 1Y | -54.6% | +28.8% | -83.5% | -59.3% |
| 3Y | -60.3% | +126.0% | -186.4% | -71.6% |
| All | -63.2% | +44.6% | -107.8% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling