+73.3%
CSGP vs FIVE
+566.1%
-492.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | -0.7% |
| 7D | +13.9% | -1.7% | +15.6% | +14.3% |
| 30D | +16.0% | +14.9% | +1.1% | +12.4% |
| 3M | +6.1% | +7.6% | -1.5% | +4.0% |
| 6M | -8.2% | +6.4% | -14.6% | -10.5% |
| YTD | -52.3% | +28.1% | -80.4% | -55.6% |
| 1Y | -54.5% | +54.7% | -109.2% | -59.5% |
| 3Y | -58.6% | +36.1% | -94.6% | -64.2% |
| 5Y | -61.5% | +14.9% | -76.4% | -66.5% |
| All | +73.3% | +566.1% | -492.8% | +7.3% |
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