-62.8%
CSGP vs FLR
+58.4%
-121.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.2% |
| 7D | -4.1% | +5.4% | -9.5% | -4.6% |
| 30D | +2.3% | +11.4% | -9.1% | +0.9% |
| 3M | -8.2% | +11.4% | -19.6% | -9.9% |
| 6M | -35.1% | +16.6% | -51.7% | -37.1% |
| YTD | -54.0% | +41.7% | -95.7% | -56.9% |
| 1Y | -65.3% | +35.4% | -100.7% | -67.3% |
| All | -62.8% | +58.4% | -121.2% | -70.1% |
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