-65.4%
CSGP vs FLNC
-67.0%
+1.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.5% | -2.4% |
| 7D | -5.1% | +6.0% | -11.1% | -5.6% |
| 30D | +0.3% | -16.3% | +16.7% | +1.6% |
| 3M | -9.1% | -54.1% | +45.0% | -4.3% |
| 6M | -37.3% | -25.3% | -12.0% | -38.5% |
| YTD | -54.9% | -44.2% | -10.7% | -55.2% |
| 1Y | -65.5% | +53.1% | -118.7% | -70.9% |
| 3Y | -63.3% | -58.3% | -4.9% | -66.6% |
| All | -65.4% | -67.0% | +1.7% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling