+67.3%
CSGP vs FTI
+185.2%
-117.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +2.2% |
| 7D | -1.8% | -4.3% | +2.5% | -1.3% |
| 30D | +5.3% | -8.0% | +13.3% | +6.1% |
| 3M | +3.3% | -8.0% | +11.4% | +4.0% |
| 6M | -4.7% | -8.7% | +4.0% | -4.3% |
| YTD | -53.5% | +43.9% | -97.4% | -56.5% |
| 1Y | -53.7% | +49.8% | -103.5% | -57.0% |
| 3Y | -59.7% | +211.7% | -271.4% | -66.7% |
| 5Y | -62.5% | +781.6% | -844.0% | -73.7% |
| 10Y | +67.3% | +180.2% | -112.9% | +18.7% |
| All | +67.3% | +185.2% | -117.9% | +18.7% |
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