-60.6%
CSGP vs FLNC
-72.5%
+11.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +2.9% |
| 7D | +1.3% | -11.2% | +12.5% | +1.7% |
| 30D | +2.8% | -24.6% | +27.5% | +3.5% |
| 3M | -6.3% | -64.6% | +58.3% | -3.4% |
| 6M | -3.2% | -78.8% | +75.7% | +0.8% |
| YTD | -54.0% | -76.3% | +22.4% | -53.1% |
| 1Y | -54.8% | -71.2% | +16.4% | -54.8% |
| 3Y | -60.6% | -71.9% | +11.3% | -63.9% |
| All | -60.6% | -72.5% | +11.9% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling