-10.3%
CSGP vs FLNC
-58.3%
+48.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.4% | -8.1% | -4.6% |
| 7D | +1.3% | -7.9% | +9.1% | +1.1% |
| 30D | +10.7% | -31.3% | +42.0% | +9.9% |
| 3M | +3.3% | -60.1% | +63.4% | +1.4% |
| 6M | -10.3% | -61.1% | +50.8% | -14.5% |
| All | -10.3% | -58.3% | +48.0% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling