+65.2%
CSGP vs USFR
+28.5%
+36.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +10.7% | +0.4% | +10.3% | +10.9% |
| 3M | +3.3% | +1.1% | +2.2% | +3.8% |
| 6M | -10.3% | +2.1% | -12.4% | -9.4% |
| YTD | -54.6% | +3.4% | -58.0% | -53.7% |
| 1Y | -54.6% | +4.1% | -58.8% | -53.6% |
| 3Y | -60.3% | +14.4% | -74.7% | -57.0% |
| 5Y | -63.3% | +21.3% | -84.6% | -59.0% |
| All | +65.2% | +28.5% | +36.7% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling