+44.1%
CSGP vs FN
+900.0%
-855.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.6% | -2.9% |
| 7D | -4.1% | -1.7% | -2.4% | -3.9% |
| 30D | +2.3% | -22.0% | +24.3% | +5.0% |
| 3M | -8.2% | -43.0% | +34.8% | -2.3% |
| 6M | -35.1% | -27.7% | -7.3% | -35.0% |
| YTD | -54.0% | -10.5% | -43.5% | -56.1% |
| 1Y | -65.3% | +12.5% | -77.8% | -68.7% |
| 3Y | -62.6% | +153.8% | -216.4% | -73.5% |
| 5Y | -64.8% | +288.0% | -352.8% | -78.3% |
| All | +44.1% | +900.0% | -855.9% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling