+73.3%
CSGP vs FN
+663.9%
-590.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.2% | +12.6% | -0.1% |
| 7D | +13.9% | -16.0% | +29.9% | +15.6% |
| 30D | +16.0% | -40.1% | +56.1% | +22.0% |
| 3M | +6.1% | -43.9% | +50.0% | +11.6% |
| 6M | -8.2% | -55.6% | +47.5% | -1.9% |
| YTD | -52.3% | -35.7% | -16.7% | -53.3% |
| 1Y | -54.5% | -39.8% | -14.7% | -55.2% |
| 3Y | -58.6% | +80.3% | -138.8% | -69.5% |
| 5Y | -61.5% | +143.3% | -204.8% | -74.5% |
| All | +73.3% | +663.9% | -590.6% | -9.2% |
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