-64.8%
CSGP vs FTI
+1,129.5%
-1,194.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -4.1% | +5.3% | -9.3% | -4.7% |
| 30D | +2.3% | +15.3% | -13.0% | +0.3% |
| 3M | -8.2% | +15.8% | -23.9% | -10.4% |
| 6M | -35.1% | +22.6% | -57.6% | -37.5% |
| YTD | -54.0% | +79.5% | -133.6% | -58.7% |
| 1Y | -65.3% | +102.0% | -167.3% | -69.5% |
| 3Y | -62.6% | +315.8% | -378.4% | -71.3% |
| All | -64.8% | +1,129.5% | -1,194.3% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling