-62.5%
CSGP vs FTI
+771.0%
-833.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.4% |
| YTD | -53.5% | +43.9% | -97.4% | -57.2% |
| 1Y | -53.7% | +49.8% | -103.5% | -57.8% |
| 3Y | -59.7% | +211.7% | -271.4% | -68.1% |
| 5Y | -62.5% | +781.6% | -844.0% | -75.5% |
| All | -62.5% | +771.0% | -833.4% | -75.5% |
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