+60.0%
CSGP vs FTI
+189.4%
-129.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.6% |
| 7D | +1.3% | +4.3% | -3.0% | +0.8% |
| 30D | +2.8% | -4.7% | +7.5% | +3.2% |
| 3M | -6.3% | -13.5% | +7.2% | -4.9% |
| 6M | -3.2% | -8.7% | +5.6% | -2.7% |
| YTD | -54.0% | +49.0% | -103.0% | -57.1% |
| 1Y | -54.8% | +54.0% | -108.8% | -58.1% |
| 3Y | -60.6% | +211.6% | -272.2% | -67.3% |
| 5Y | -62.6% | +881.9% | -944.5% | -74.1% |
| All | +60.0% | +189.4% | -129.3% | +13.3% |
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