-57.7%
CSGP vs FIVE
+41.4%
-99.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.7% | -2.7% | +3.1% |
| 7D | +18.3% | +7.5% | +10.8% | +17.1% |
| 30D | +17.8% | +16.7% | +1.1% | +15.2% |
| 3M | +9.3% | +13.4% | -4.1% | +7.1% |
| 6M | -7.9% | +9.0% | -17.0% | -9.6% |
| YTD | -51.5% | +33.8% | -85.3% | -53.9% |
| 1Y | -53.3% | +61.2% | -114.5% | -56.8% |
| All | -57.7% | +41.4% | -99.1% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling