-64.8%
CSGP vs FIVE
+31.2%
-96.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.5% | -3.6% |
| 7D | -4.1% | +4.3% | -8.3% | -5.0% |
| 30D | +2.3% | +12.5% | -10.2% | -0.5% |
| 3M | -8.2% | +31.2% | -39.4% | -13.9% |
| 6M | -35.1% | +14.4% | -49.4% | -37.7% |
| YTD | -54.0% | +33.9% | -87.9% | -57.6% |
| 1Y | -65.3% | +65.1% | -130.4% | -69.7% |
| 3Y | -62.6% | +49.0% | -111.5% | -67.8% |
| All | -64.8% | +31.2% | -96.0% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling