+67.3%
CSGP vs FLR
+17.5%
+49.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.3% | -6.0% | +1.4% |
| 7D | -1.8% | +8.5% | -10.3% | -2.7% |
| 30D | +5.3% | -0.7% | +6.0% | +5.2% |
| 3M | +3.3% | -11.7% | +15.0% | +4.2% |
| 6M | -4.7% | +16.2% | -20.9% | -7.2% |
| YTD | -53.5% | +27.0% | -80.5% | -55.4% |
| 1Y | -53.7% | +10.1% | -63.8% | -54.9% |
| 3Y | -59.7% | +46.2% | -105.9% | -62.8% |
| 5Y | -62.5% | +121.4% | -183.9% | -67.1% |
| 10Y | +67.3% | +11.0% | +56.3% | +42.0% |
| All | +67.3% | +17.5% | +49.8% | +42.0% |
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