-65.3%
CSGP vs FLUT
-65.9%
+0.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -1.8% |
| 7D | -4.1% | -1.6% | -2.4% | -3.7% |
| 30D | +2.3% | +7.7% | -5.4% | 0.0% |
| 3M | -8.2% | -0.7% | -7.5% | -8.5% |
| 6M | -35.1% | -11.2% | -23.9% | -34.1% |
| YTD | -54.0% | -53.4% | -0.6% | -49.3% |
| 1Y | -65.3% | -65.8% | +0.5% | -61.4% |
| All | -65.3% | -65.9% | +0.6% | -61.4% |
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