-65.6%
CSGP vs FLNC
-85.9%
+20.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -0.1% |
| 7D | -6.1% | -7.1% | +1.0% | -5.6% |
| 30D | +0.3% | -30.2% | +30.5% | +2.6% |
| 3M | -1.3% | -64.1% | +62.8% | +5.9% |
| 6M | -8.9% | -77.7% | +68.8% | -0.5% |
| YTD | -55.2% | -76.1% | +20.8% | -52.9% |
| 1Y | -56.4% | -75.4% | +19.0% | -54.7% |
| 3Y | -62.2% | -72.4% | +10.2% | -65.9% |
| 5Y | -63.7% | -87.4% | +23.7% | -69.6% |
| All | -65.6% | -85.9% | +20.2% | -71.4% |
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