-53.5%
CSGP vs FRMI
-93.3%
+39.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.5% | +2.7% |
| 7D | -1.8% | -24.7% | +22.9% | -3.8% |
| 30D | +5.3% | -51.6% | +56.9% | +1.0% |
| 3M | +3.3% | -73.1% | +76.4% | -3.6% |
| 6M | -4.7% | -68.3% | +63.6% | -10.5% |
| YTD | -53.5% | -79.3% | +25.7% | -57.0% |
| All | -53.5% | -93.3% | +39.7% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling