+82.9%
CSGP vs USFR
+27.5%
+55.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.4% |
| 7D | -4.1% | +0.1% | -4.1% | -4.1% |
| 30D | +2.3% | +0.3% | +2.0% | +2.3% |
| 3M | -8.2% | +1.0% | -9.2% | -8.3% |
| 6M | -35.1% | +1.9% | -37.0% | -35.3% |
| YTD | -54.0% | +2.6% | -56.6% | -54.3% |
| 1Y | -65.3% | +4.0% | -69.3% | -65.6% |
| 3Y | -62.6% | +14.1% | -76.7% | -63.5% |
| 5Y | -64.8% | +20.4% | -85.2% | -66.1% |
| 10Y | +45.1% | +28.0% | +17.1% | +37.5% |
| All | +82.9% | +27.5% | +55.3% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling