+8.1%
FPS vs CSGP
-41.4%
+49.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +1.5% |
| 7D | +3.1% | -4.1% | +7.2% | +1.4% |
| 30D | -18.6% | +2.3% | -20.9% | -17.3% |
| 3M | -51.5% | -8.2% | -43.3% | -51.2% |
| 6M | -8.5% | -35.1% | +26.5% | -12.5% |
| All | +8.1% | -41.4% | +49.5% | +1.8% |
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