-64.3%
CSGP vs FLNC
-83.9%
+19.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.1% |
| 7D | -1.8% | +3.6% | -5.5% | -2.2% |
| 30D | +5.3% | -27.3% | +32.6% | +7.4% |
| 3M | +3.3% | -59.1% | +62.4% | +9.8% |
| 6M | -4.7% | -77.6% | +73.0% | +4.2% |
| YTD | -53.5% | -72.7% | +19.2% | -51.6% |
| 1Y | -53.7% | -74.0% | +20.3% | -52.0% |
| 3Y | -59.7% | -69.6% | +9.8% | -63.8% |
| 5Y | -62.5% | -85.2% | +22.7% | -69.0% |
| All | -64.3% | -83.9% | +19.6% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling