-53.3%
CSGP vs USFR
+4.1%
-57.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +18.3% | +0.1% | +18.2% | +17.4% |
| 30D | +17.8% | +0.4% | +17.4% | +14.2% |
| 3M | +9.3% | +1.1% | +8.2% | -1.3% |
| 6M | -7.9% | +2.0% | -9.9% | -18.5% |
| YTD | -51.5% | +3.4% | -54.9% | -50.8% |
| 1Y | -53.3% | +4.1% | -57.4% | -44.6% |
| All | -53.3% | +4.1% | -57.4% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling