+48.4%
CSGP vs FTV
+119.2%
-70.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | +0.4% |
| 7D | +13.9% | -0.6% | +14.5% | +14.2% |
| 30D | +16.0% | +13.0% | +3.0% | +9.0% |
| 3M | +6.1% | +6.8% | -0.7% | +2.3% |
| 6M | -8.2% | +8.0% | -16.2% | -12.3% |
| YTD | -52.3% | +18.9% | -71.2% | -56.9% |
| 1Y | -54.5% | +30.8% | -85.3% | -60.8% |
| 3Y | -58.6% | +33.4% | -91.9% | -65.5% |
| 5Y | -61.5% | +12.7% | -74.2% | -65.8% |
| 10Y | +74.7% | +111.6% | -36.9% | +13.8% |
| All | +48.4% | +119.2% | -70.8% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling