+3,388.4%
CSGP vs FITB
+183.4%
+3,205.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.1% |
| 7D | +13.9% | -1.8% | +15.7% | +14.4% |
| 30D | +16.0% | +4.8% | +11.2% | +14.9% |
| 3M | +6.1% | -6.4% | +12.5% | +7.6% |
| 6M | -8.2% | +7.9% | -16.1% | -9.8% |
| YTD | -52.3% | +17.0% | -69.3% | -54.2% |
| 1Y | -54.5% | +29.9% | -84.4% | -57.3% |
| 3Y | -58.6% | +124.8% | -183.4% | -65.6% |
| 5Y | -61.5% | +46.4% | -107.9% | -65.5% |
| 10Y | +74.7% | +258.1% | -183.5% | +22.8% |
| All | +3,388.4% | +183.4% | +3,205.1% | +2,062.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling