-61.5%
CSGP vs FND
-60.2%
-1.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.6% |
| 7D | +13.9% | +2.2% | +11.7% | +12.9% |
| 30D | +16.0% | +9.6% | +6.4% | +12.8% |
| 3M | +6.1% | -17.9% | +24.0% | +11.6% |
| 6M | -8.2% | +6.6% | -14.7% | -11.6% |
| YTD | -52.3% | -15.5% | -36.9% | -51.4% |
| 1Y | -54.5% | -16.2% | -38.3% | -53.6% |
| 3Y | -58.6% | -36.3% | -22.3% | -56.3% |
| 5Y | -61.5% | -61.4% | -0.1% | -53.3% |
| All | -61.5% | -60.2% | -1.3% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling