+1,142.2%
CSGP vs FTI
+1,647.4%
-505.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.7% |
| 7D | +13.9% | -8.0% | +21.9% | +15.8% |
| 30D | +16.0% | -11.9% | +27.9% | +18.7% |
| 3M | +6.1% | -11.0% | +17.1% | +8.1% |
| 6M | -8.2% | -17.8% | +9.6% | -5.5% |
| YTD | -52.3% | +38.5% | -90.8% | -56.6% |
| 1Y | -54.5% | +45.9% | -100.4% | -59.1% |
| 3Y | -58.6% | +181.8% | -240.4% | -68.5% |
| 5Y | -61.5% | +748.6% | -810.1% | -78.2% |
| 10Y | +74.7% | +180.4% | -105.7% | +10.7% |
| All | +1,142.2% | +1,647.4% | -505.1% | +303.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling