-62.8%
CSGP vs FND
-49.4%
-13.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -2.8% |
| 7D | -4.1% | -5.2% | +1.2% | -3.0% |
| 30D | +2.3% | -19.9% | +22.2% | +7.4% |
| 3M | -8.2% | +2.7% | -10.9% | -9.5% |
| 6M | -35.1% | -21.7% | -13.4% | -31.9% |
| YTD | -54.0% | -17.5% | -36.5% | -52.8% |
| 1Y | -65.3% | -39.3% | -26.0% | -61.3% |
| All | -62.8% | -49.4% | -13.4% | -58.4% |
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