-64.8%
CSGP vs FTV
+2.3%
-67.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -1.9% |
| 7D | -4.1% | -4.5% | +0.4% | -1.8% |
| 30D | +2.3% | -7.1% | +9.4% | +6.3% |
| 3M | -8.2% | -7.2% | -1.0% | -5.0% |
| 6M | -35.1% | -1.5% | -33.6% | -35.2% |
| YTD | -54.0% | +3.5% | -57.5% | -55.6% |
| 1Y | -65.3% | +20.3% | -85.7% | -69.5% |
| 3Y | -62.6% | -3.1% | -59.4% | -63.5% |
| All | -64.8% | +2.3% | -67.1% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling