-23.6%
FPS vs CSGP
-43.0%
+19.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.6% | -9.3% | -10.2% |
| 7D | +21.6% | -6.1% | +27.7% | +17.2% |
| 30D | -38.8% | +0.3% | -39.1% | -37.1% |
| 3M | -42.1% | -1.3% | -40.8% | -40.5% |
| 6M | -48.5% | -8.9% | -39.6% | -47.0% |
| All | -23.6% | -43.0% | +19.4% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling