+122.9%
FIX vs CSGP
-64.9%
+187.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +1.1% |
| 7D | +6.0% | -4.1% | +10.1% | +4.7% |
| 30D | -7.2% | +2.3% | -9.6% | -6.2% |
| 3M | -15.9% | -8.2% | -7.7% | -14.8% |
| 6M | +12.7% | -35.1% | +47.8% | +11.9% |
| YTD | +72.8% | -54.0% | +126.8% | +68.5% |
| 1Y | +122.9% | -65.3% | +188.2% | +128.8% |
| All | +122.9% | -64.9% | +187.8% | +128.8% |
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 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