+62.6%
CSGP vs FLR
+9.0%
+53.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -7.1% | +6.3% | -13.4% | -7.7% |
| 30D | +3.6% | +1.8% | +1.8% | +3.2% |
| 3M | -2.7% | -4.4% | +1.7% | -2.6% |
| 6M | -8.0% | +15.9% | -23.9% | -10.5% |
| YTD | -55.0% | +27.7% | -82.7% | -56.8% |
| 1Y | -55.8% | +11.6% | -67.4% | -57.0% |
| 3Y | -62.0% | +39.9% | -101.9% | -64.7% |
| 5Y | -62.9% | +127.5% | -190.4% | -67.6% |
| 10Y | +62.6% | +11.6% | +51.0% | +35.2% |
| All | +62.6% | +9.0% | +53.6% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling