-63.7%
CSGP vs FND
-62.4%
-1.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.7% |
| 7D | -6.1% | -5.1% | -1.0% | -4.7% |
| 30D | +0.3% | +9.2% | -8.9% | -2.3% |
| 3M | -1.3% | -17.7% | +16.4% | +3.9% |
| 6M | -8.9% | +2.5% | -11.4% | -11.2% |
| YTD | -55.2% | -19.8% | -35.4% | -53.7% |
| 1Y | -56.4% | -22.7% | -33.7% | -54.5% |
| 3Y | -62.2% | -38.3% | -23.9% | -59.8% |
| 5Y | -63.7% | -63.0% | -0.7% | -55.2% |
| All | -63.7% | -62.4% | -1.2% | -55.2% |
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