-63.2%
CSGP vs FTV
+12.0%
-75.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.6% |
| 7D | +1.3% | +0.2% | +1.0% | +1.2% |
| 30D | +10.7% | +15.7% | -5.0% | +2.2% |
| 3M | +3.3% | +7.5% | -4.2% | -1.0% |
| 6M | -10.3% | +8.5% | -18.8% | -14.9% |
| YTD | -54.6% | +18.8% | -73.4% | -59.3% |
| 1Y | -54.6% | +28.5% | -83.2% | -61.3% |
| 3Y | -60.3% | +34.0% | -94.3% | -68.7% |
| All | -63.2% | +12.0% | -75.2% | -68.8% |
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 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