-65.3%
CSGP vs FN
+17.1%
-82.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.6% | -2.2% |
| 7D | -4.1% | -1.7% | -2.4% | -4.2% |
| 30D | +2.3% | -22.0% | +24.3% | +0.6% |
| 3M | -8.2% | -43.0% | +34.8% | -10.1% |
| 6M | -35.1% | -27.7% | -7.3% | -36.6% |
| YTD | -54.0% | -10.5% | -43.5% | -55.9% |
| 1Y | -65.3% | +12.5% | -77.8% | -67.1% |
| All | -65.3% | +17.1% | -82.4% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling