-63.1%
CSGP vs FLR
+124.2%
-187.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -3.2% | +5.1% | -8.3% | -3.7% |
| 30D | +2.2% | -0.5% | +2.7% | +2.1% |
| 3M | -3.7% | -3.5% | -0.2% | -3.5% |
| 6M | -7.4% | +16.5% | -23.9% | -10.8% |
| YTD | -54.9% | +27.3% | -82.2% | -57.5% |
| 1Y | -54.9% | +10.6% | -65.5% | -56.5% |
| 3Y | -61.9% | +39.4% | -101.3% | -66.7% |
| 5Y | -63.1% | +126.4% | -189.5% | -69.2% |
| All | -63.1% | +124.2% | -187.3% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling