+32.0%
CSGP vs FND
+76.3%
-44.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +1.2% |
| 7D | -1.8% | +8.5% | -10.3% | -4.0% |
| 30D | +5.3% | +17.2% | -11.9% | +0.9% |
| 3M | +3.3% | -14.9% | +18.2% | +7.2% |
| 6M | -4.7% | +3.1% | -7.8% | -6.9% |
| YTD | -53.5% | -12.4% | -41.1% | -53.2% |
| 1Y | -53.7% | -10.0% | -43.7% | -53.8% |
| 3Y | -59.7% | -31.3% | -28.4% | -58.2% |
| 5Y | -62.5% | -60.3% | -2.2% | -57.3% |
| All | +32.0% | +76.3% | -44.3% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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