+3,264.4%
CSGP vs FITB
+188.5%
+3,075.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | +2.3% | -4.7% | +7.1% | +3.3% |
| 3M | -8.2% | +6.7% | -14.8% | -9.6% |
| 6M | -35.1% | +12.6% | -47.6% | -36.9% |
| YTD | -54.0% | +19.1% | -73.1% | -56.0% |
| 1Y | -65.3% | +22.6% | -87.9% | -67.0% |
| 3Y | -62.6% | +127.1% | -189.7% | -69.0% |
| 5Y | -64.8% | +71.8% | -136.6% | -69.5% |
| 10Y | +45.1% | +287.2% | -242.1% | +0.3% |
| All | +3,264.4% | +188.5% | +3,075.8% | +1,976.5% |
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