-55.7%
CSGP vs FTI
+48.1%
-103.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -2.6% |
| 7D | -3.2% | -3.3% | +0.1% | -4.0% |
| 30D | +2.2% | -7.2% | +9.4% | +0.5% |
| 3M | -3.7% | -12.9% | +9.2% | -6.8% |
| 6M | -7.4% | -7.9% | +0.4% | -8.7% |
| YTD | -54.9% | +45.2% | -100.1% | -56.3% |
| All | -55.7% | +48.1% | -103.8% | -57.9% |
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