-79.1%
FIG vs CSGP
-67.8%
-11.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -1.9% | -3.0% |
| 7D | -16.3% | -4.1% | -12.2% | -14.3% |
| 30D | -14.3% | +2.3% | -16.6% | -15.5% |
| 3M | +7.2% | -8.2% | +15.3% | +9.7% |
| 6M | -18.6% | -35.1% | +16.4% | -8.4% |
| YTD | -35.5% | -54.0% | +18.6% | -25.3% |
| 1Y | -55.8% | -65.3% | +9.5% | -56.7% |
| All | -79.1% | -67.8% | -11.3% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling