-65.3%
CSGP vs FTV
+21.5%
-86.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -4.1% | -4.6% | +0.5% | -2.8% |
| 30D | +2.3% | -7.2% | +9.5% | +4.5% |
| 3M | -8.2% | -7.3% | -0.9% | -6.4% |
| 6M | -35.1% | -1.6% | -33.4% | -35.2% |
| YTD | -54.0% | +3.3% | -57.4% | -54.2% |
| 1Y | -65.3% | +20.2% | -85.5% | -66.3% |
| All | -65.3% | +21.5% | -86.8% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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