+60.0%
CSGP vs USFR
+28.6%
+31.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | +1.3% | +0.1% | +1.3% | +1.4% |
| 30D | +2.8% | +0.4% | +2.5% | +3.0% |
| 3M | -6.3% | +1.1% | -7.4% | -5.8% |
| 6M | -3.2% | +2.0% | -5.2% | -2.1% |
| YTD | -54.0% | +3.5% | -57.4% | -53.1% |
| 1Y | -54.8% | +4.1% | -58.9% | -53.8% |
| 3Y | -60.6% | +14.4% | -74.9% | -57.3% |
| 5Y | -62.6% | +21.4% | -84.1% | -58.2% |
| All | +60.0% | +28.6% | +31.5% | +84.5% |
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