+30.6%
CSGP vs FND
+66.0%
-35.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -2.9% |
| 7D | -4.1% | -5.2% | +1.2% | -2.8% |
| 30D | +2.3% | -19.9% | +22.2% | +8.1% |
| 3M | -8.2% | +2.7% | -10.9% | -9.7% |
| 6M | -35.1% | -21.7% | -13.4% | -32.0% |
| YTD | -54.0% | -17.5% | -36.5% | -52.8% |
| 1Y | -65.3% | -39.3% | -26.0% | -61.5% |
| 3Y | -62.6% | -49.8% | -12.8% | -57.8% |
| 5Y | -64.8% | -60.1% | -4.7% | -59.9% |
| All | +30.6% | +66.0% | -35.5% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling