+55.6%
CSGP vs FLR
+8.6%
+47.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | -6.1% | +10.1% | -16.2% | -7.0% |
| 30D | +0.3% | -0.5% | +0.8% | +0.2% |
| 3M | -1.3% | -4.8% | +3.5% | -1.1% |
| 6M | -8.9% | +10.7% | -19.6% | -10.9% |
| YTD | -55.2% | +25.0% | -80.2% | -57.0% |
| 1Y | -56.4% | +8.3% | -64.7% | -57.5% |
| 3Y | -62.2% | +36.8% | -99.0% | -64.9% |
| 5Y | -63.7% | +121.8% | -185.4% | -68.1% |
| All | +55.6% | +8.6% | +47.0% | +34.7% |
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