-23.7%
FPS vs CSGP
-41.3%
+17.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | +1.5% |
| 7D | +13.6% | +1.3% | +12.2% | +14.1% |
| 30D | -32.4% | +2.8% | -35.2% | -29.5% |
| 3M | -41.1% | -6.3% | -34.8% | -40.5% |
| 6M | -51.4% | -3.2% | -48.2% | -49.0% |
| All | -23.7% | -41.3% | +17.6% | -25.8% |
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