-66.2%
CSGP vs FLNC
-69.8%
+3.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.3% | +5.8% | -1.9% |
| 7D | -5.4% | -4.2% | -1.2% | -5.1% |
| 30D | -6.0% | -20.0% | +14.0% | -4.5% |
| 3M | -12.8% | -56.9% | +44.0% | -7.7% |
| 6M | -38.9% | -35.5% | -3.4% | -39.4% |
| YTD | -56.0% | -48.8% | -7.2% | -56.0% |
| 1Y | -66.4% | +49.3% | -115.7% | -71.7% |
| 3Y | -64.2% | -61.8% | -2.4% | -67.2% |
| All | -66.2% | -69.8% | +3.6% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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