-58.4%
CSGP vs FND
-36.5%
-21.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.7% |
| 7D | +13.9% | +2.2% | +11.7% | +13.1% |
| 30D | +16.0% | +9.6% | +6.4% | +13.3% |
| 3M | +6.1% | -17.9% | +24.0% | +10.3% |
| 6M | -8.2% | +6.6% | -14.7% | -11.0% |
| YTD | -52.3% | -15.5% | -36.9% | -51.5% |
| 1Y | -54.5% | -16.2% | -38.3% | -53.7% |
| All | -58.4% | -36.5% | -21.9% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling