+43.1%
CSGP vs FTV
+90.8%
-47.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.0% |
| 7D | -4.1% | -4.5% | +0.4% | -1.9% |
| 30D | +2.3% | -7.1% | +9.4% | +5.9% |
| 3M | -8.2% | -7.2% | -1.0% | -5.2% |
| 6M | -35.1% | -1.5% | -33.6% | -35.1% |
| YTD | -54.0% | +3.5% | -57.5% | -55.4% |
| 1Y | -65.3% | +20.3% | -85.7% | -68.9% |
| 3Y | -62.6% | -3.1% | -59.4% | -63.3% |
| 5Y | -64.8% | +2.3% | -67.2% | -67.1% |
| 10Y | +45.1% | +76.3% | -31.2% | +3.0% |
| All | +43.1% | +90.8% | -47.7% | -0.6% |
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