-59.1%
FIG vs CSGP
-56.4%
-2.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.7% | +6.7% | +4.8% |
| 7D | -13.1% | +1.3% | -14.4% | -13.7% |
| 30D | -13.0% | +10.7% | -23.7% | -20.5% |
| 3M | -21.5% | +3.3% | -24.8% | -25.2% |
| 6M | -2.5% | -10.3% | +7.8% | +0.2% |
| YTD | -49.7% | -54.6% | +4.9% | -31.0% |
| 1Y | -59.1% | -54.6% | -4.4% | -44.6% |
| All | -59.1% | -56.4% | -2.7% | -44.6% |
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