+62.6%
CSGP vs USFR
+28.5%
+34.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | +3.6% | +0.4% | +3.2% | +3.8% |
| 3M | -2.7% | +1.1% | -3.8% | -2.2% |
| 6M | -8.0% | +2.1% | -10.1% | -7.1% |
| YTD | -55.0% | +3.4% | -58.4% | -54.1% |
| 1Y | -55.8% | +4.1% | -59.8% | -54.8% |
| 3Y | -62.0% | +14.4% | -76.4% | -58.8% |
| 5Y | -62.9% | +21.4% | -84.4% | -58.5% |
| 10Y | +62.6% | +28.5% | +34.1% | +88.1% |
| All | +62.6% | +28.5% | +34.1% | +88.1% |
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