+488.5%
FIX vs CSGP
-57.8%
+546.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.0% | -19.1% | -14.9% |
| 7D | -18.9% | +18.3% | -37.2% | -18.5% |
| 30D | -36.3% | +17.8% | -54.1% | -36.3% |
| 3M | -38.5% | +9.3% | -47.8% | -38.5% |
| 6M | -42.3% | -7.9% | -34.4% | -40.8% |
| YTD | +17.1% | -51.5% | +68.6% | +40.5% |
| 1Y | +14.4% | -53.3% | +67.7% | +39.0% |
| All | +488.5% | -57.8% | +546.3% | +571.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling