+62.6%
CSGP vs FTI
+180.1%
-117.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -7.1% | +1.4% | -8.5% | -7.3% |
| 30D | +3.6% | -6.3% | +9.9% | +4.2% |
| 3M | -2.7% | -13.1% | +10.4% | -1.3% |
| 6M | -8.0% | -8.0% | -0.1% | -7.8% |
| YTD | -55.0% | +47.1% | -102.0% | -58.0% |
| 1Y | -55.8% | +50.7% | -106.4% | -58.9% |
| 3Y | -62.0% | +209.0% | -271.0% | -68.5% |
| 5Y | -62.9% | +847.0% | -909.9% | -74.2% |
| 10Y | +62.6% | +184.3% | -121.7% | +15.4% |
| All | +62.6% | +180.1% | -117.5% | +15.4% |
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