+65.1%
CSGP vs FTV
+107.5%
-42.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.9% | -3.4% |
| 7D | -3.2% | +1.4% | -4.5% | -3.8% |
| 30D | +2.2% | +18.3% | -16.1% | -6.1% |
| 3M | -3.7% | +9.8% | -13.5% | -8.4% |
| 6M | -7.4% | +12.3% | -19.8% | -13.3% |
| YTD | -54.9% | +23.1% | -78.0% | -59.9% |
| 1Y | -54.9% | +32.5% | -87.4% | -61.4% |
| 3Y | -61.9% | +38.3% | -100.2% | -68.9% |
| 5Y | -63.1% | +16.8% | -80.0% | -67.8% |
| 10Y | +65.1% | +106.6% | -41.4% | +1.4% |
| All | +65.1% | +107.5% | -42.4% | +1.4% |
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