-58.4%
CSGP vs FN
+80.0%
-138.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.2% | +12.6% | -1.8% |
| 7D | +13.9% | -16.0% | +29.9% | +13.8% |
| 30D | +16.0% | -40.1% | +56.1% | +16.5% |
| 3M | +6.1% | -43.9% | +50.0% | +6.6% |
| 6M | -8.2% | -55.6% | +47.5% | -7.0% |
| YTD | -52.3% | -35.7% | -16.7% | -54.0% |
| 1Y | -54.5% | -39.8% | -14.7% | -55.9% |
| All | -58.4% | +80.0% | -138.4% | -69.2% |
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 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