-62.8%
CSGP vs FIVE
+50.0%
-112.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.5% | -3.1% |
| 7D | -4.1% | +4.3% | -8.3% | -4.7% |
| 30D | +2.3% | +12.5% | -10.2% | +0.5% |
| 3M | -8.2% | +31.2% | -39.4% | -11.8% |
| 6M | -35.1% | +14.4% | -49.4% | -36.7% |
| YTD | -54.0% | +33.9% | -87.9% | -56.3% |
| 1Y | -65.3% | +65.1% | -130.4% | -68.1% |
| All | -62.8% | +50.0% | -112.8% | -68.8% |
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