-57.7%
CSGP vs FN
+109.9%
-167.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.0% | +10.0% | +4.0% |
| 7D | +18.3% | -7.0% | +25.3% | +18.3% |
| 30D | +17.8% | -24.7% | +42.5% | +18.3% |
| 3M | +9.3% | -35.7% | +44.9% | +10.0% |
| 6M | -7.9% | -52.4% | +44.5% | -6.0% |
| YTD | -51.5% | -25.0% | -26.6% | -53.2% |
| 1Y | -53.3% | -25.7% | -27.7% | -55.0% |
| All | -57.7% | +109.9% | -167.6% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling