-53.3%
CSGP vs FLUT
-63.1%
+9.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.4% | +4.9% |
| 7D | +18.3% | +4.2% | +14.1% | +16.6% |
| 30D | +17.8% | +8.0% | +9.8% | +14.8% |
| 3M | +9.3% | -22.1% | +31.3% | +17.0% |
| 6M | -7.9% | -21.7% | +13.8% | -2.0% |
| YTD | -51.5% | -62.0% | +10.4% | -41.6% |
| 1Y | -53.3% | -63.2% | +9.8% | -43.5% |
| All | -53.3% | -63.1% | +9.8% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling