+894.6%
FIX vs CSGP
-62.1%
+956.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.6% | -10.0% | -11.4% |
| 7D | -27.2% | +13.9% | -41.1% | -28.7% |
| 30D | -46.9% | +16.0% | -62.9% | -48.7% |
| 3M | -44.4% | +6.1% | -50.5% | -45.7% |
| 6M | -50.9% | -8.2% | -42.7% | -50.9% |
| YTD | +3.5% | -52.3% | +55.9% | +25.7% |
| 1Y | -2.1% | -54.5% | +52.4% | +20.7% |
| 3Y | +418.7% | -58.6% | +477.3% | +545.1% |
| 5Y | +894.6% | -61.5% | +956.1% | +1,189.1% |
| All | +894.6% | -62.1% | +956.6% | +1,189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling