+2,105.4%
FIX vs CSGP
-64.7%
+2,170.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.4% |
| 7D | +6.0% | -4.1% | +10.1% | +6.8% |
| 30D | -7.2% | +2.3% | -9.6% | -8.1% |
| 3M | -15.9% | -8.2% | -7.7% | -15.2% |
| 6M | +12.7% | -35.1% | +47.8% | +25.0% |
| YTD | +72.8% | -54.0% | +126.8% | +112.1% |
| 1Y | +122.9% | -65.3% | +188.2% | +203.1% |
| 3Y | +774.3% | -62.6% | +836.9% | +1,025.5% |
| All | +2,105.4% | -64.7% | +2,170.1% | +2,696.2% |
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