+65.2%
CSGP vs FTI
+184.4%
-119.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.1% | -7.8% | -5.1% |
| 7D | +1.3% | -7.6% | +8.9% | +2.2% |
| 30D | +10.7% | -7.1% | +17.8% | +11.5% |
| 3M | +3.3% | -8.7% | +12.0% | +4.1% |
| 6M | -10.3% | -14.0% | +3.6% | -9.3% |
| YTD | -54.6% | +42.8% | -97.4% | -57.4% |
| 1Y | -54.6% | +50.4% | -105.0% | -57.8% |
| 3Y | -60.3% | +194.1% | -254.5% | -66.9% |
| 5Y | -63.3% | +775.2% | -838.5% | -74.2% |
| All | +65.2% | +184.4% | -119.2% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling