-65.1%
CSGP vs FLNC
-84.3%
+19.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.4% | -8.1% | -4.9% |
| 7D | +1.3% | -7.9% | +9.1% | +1.7% |
| 30D | +10.7% | -31.3% | +42.0% | +13.3% |
| 3M | +3.3% | -60.1% | +63.4% | +10.0% |
| 6M | -10.3% | -61.1% | +50.8% | -7.9% |
| YTD | -54.6% | -73.4% | +18.8% | -52.6% |
| 1Y | -54.6% | -73.4% | +18.8% | -53.1% |
| 3Y | -60.3% | -71.9% | +11.6% | -64.0% |
| 5Y | -63.3% | -84.7% | +21.4% | -69.7% |
| All | -65.1% | -84.3% | +19.2% | -71.2% |
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