-61.5%
CSGP vs FTI
+732.9%
-794.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -1.1% |
| 7D | +13.9% | -8.0% | +21.9% | +15.0% |
| 30D | +16.0% | -11.9% | +27.9% | +17.6% |
| 3M | +6.1% | -11.0% | +17.1% | +7.2% |
| 6M | -8.2% | -17.8% | +9.6% | -6.5% |
| YTD | -52.3% | +38.5% | -90.8% | -55.9% |
| 1Y | -54.5% | +45.9% | -100.4% | -58.3% |
| 3Y | -58.6% | +181.8% | -240.4% | -66.7% |
| 5Y | -61.5% | +748.6% | -810.1% | -74.8% |
| All | -61.5% | +732.9% | -794.4% | -74.8% |
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