-64.7%
CSGP vs FLNC
-69.1%
+4.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.5% |
| 7D | -4.1% | -4.9% | +0.8% | -3.7% |
| 30D | +2.3% | -27.3% | +29.6% | +4.8% |
| 3M | -8.2% | -61.9% | +53.7% | -1.9% |
| 6M | -35.1% | -34.5% | -0.6% | -35.6% |
| YTD | -54.0% | -47.7% | -6.4% | -54.1% |
| 1Y | -65.3% | +53.3% | -118.6% | -70.9% |
| 3Y | -62.6% | -62.4% | -0.1% | -65.6% |
| All | -64.7% | -69.1% | +4.4% | -72.1% |
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