+1,289.7%
CSGP vs FLR
+463.7%
+826.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -0.6% |
| 7D | +13.9% | -5.4% | +19.3% | +15.0% |
| 30D | +16.0% | -13.5% | +29.5% | +18.7% |
| 3M | +6.1% | -10.8% | +16.9% | +7.4% |
| 6M | -8.2% | -15.1% | +6.9% | -7.3% |
| YTD | -52.3% | +13.5% | -65.8% | -54.9% |
| 1Y | -54.5% | -5.1% | -49.4% | -55.4% |
| 3Y | -58.6% | +22.7% | -81.3% | -63.0% |
| 5Y | -61.5% | +94.8% | -156.3% | -69.6% |
| 10Y | +74.7% | +8.7% | +65.9% | +30.8% |
| All | +1,289.7% | +463.7% | +826.0% | +687.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling