+60.0%
CSGP vs FTV
+109.2%
-49.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +1.3% | +3.9% | -2.6% | -0.5% |
| 30D | +2.8% | +18.7% | -15.8% | -5.7% |
| 3M | -6.3% | +10.0% | -16.3% | -11.0% |
| 6M | -3.2% | +14.6% | -17.7% | -10.2% |
| YTD | -54.0% | +23.4% | -77.4% | -59.1% |
| 1Y | -54.8% | +31.3% | -86.1% | -61.2% |
| 3Y | -60.6% | +39.8% | -100.4% | -68.0% |
| 5Y | -62.6% | +17.7% | -80.3% | -67.5% |
| All | +60.0% | +109.2% | -49.2% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling