-53.3%
CSGP vs FTI
+57.1%
-110.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +3.0% |
| 7D | +18.3% | -9.7% | +28.0% | +14.9% |
| 30D | +17.8% | -8.2% | +26.0% | +15.3% |
| 3M | +9.3% | -7.8% | +17.1% | +7.1% |
| 6M | -7.9% | -13.4% | +5.5% | -10.3% |
| YTD | -51.5% | +45.1% | -96.6% | -53.2% |
| 1Y | -53.3% | +54.6% | -107.9% | -55.8% |
| All | -53.3% | +57.1% | -110.4% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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