+65.2%
CSGP vs FIVE
+563.4%
-498.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.6% |
| 7D | +1.3% | -0.3% | +1.5% | +1.3% |
| 30D | +10.7% | +17.7% | -7.0% | +6.7% |
| 3M | +3.3% | +4.0% | -0.7% | +2.0% |
| 6M | -10.3% | +2.6% | -12.9% | -11.8% |
| YTD | -54.6% | +27.6% | -82.1% | -57.7% |
| 1Y | -54.6% | +59.9% | -114.6% | -59.9% |
| 3Y | -60.3% | +35.8% | -96.1% | -65.7% |
| 5Y | -63.3% | +14.4% | -77.7% | -68.0% |
| All | +65.2% | +563.4% | -498.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling