-55.8%
FIG vs CSGP
-64.9%
+9.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -1.9% | -2.9% |
| 7D | -16.3% | -4.1% | -12.2% | -14.1% |
| 30D | -14.3% | +2.3% | -16.6% | -15.7% |
| 3M | +7.2% | -8.2% | +15.3% | +10.6% |
| 6M | -18.6% | -35.1% | +16.4% | -3.8% |
| YTD | -35.5% | -54.0% | +18.6% | -16.6% |
| 1Y | -55.8% | -65.3% | +9.5% | -32.9% |
| All | -55.8% | -64.9% | +9.1% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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