-58.4%
CSGP vs FLR
+23.3%
-81.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -1.2% |
| 7D | +13.9% | -5.4% | +19.3% | +14.3% |
| 30D | +16.0% | -13.5% | +29.5% | +17.3% |
| 3M | +6.1% | -10.8% | +16.9% | +6.6% |
| 6M | -8.2% | -15.1% | +6.9% | -7.7% |
| YTD | -52.3% | +13.5% | -65.8% | -54.3% |
| 1Y | -54.5% | -5.1% | -49.4% | -55.2% |
| All | -58.4% | +23.3% | -81.7% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling