-61.3%
CSGP vs FN
+197.1%
-258.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.0% | +10.0% | +4.3% |
| 7D | +18.3% | -7.0% | +25.3% | +18.6% |
| 30D | +17.8% | -24.7% | +42.5% | +19.7% |
| 3M | +9.3% | -35.7% | +44.9% | +11.9% |
| 6M | -7.9% | -52.4% | +44.5% | -3.6% |
| YTD | -51.5% | -25.0% | -26.6% | -53.4% |
| 1Y | -53.3% | -25.7% | -27.7% | -55.3% |
| 3Y | -57.9% | +110.2% | -168.1% | -69.6% |
| 5Y | -61.3% | +192.3% | -253.7% | -76.8% |
| All | -61.3% | +197.1% | -258.4% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling