+73.3%
CSGP vs FLUT
-25.2%
+98.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -1.9% |
| 7D | +13.9% | +4.8% | +9.1% | +13.1% |
| 30D | +16.0% | +8.8% | +7.2% | +14.6% |
| 3M | +6.1% | -10.7% | +16.8% | +7.8% |
| 6M | -8.2% | -19.7% | +11.5% | -5.4% |
| YTD | -52.3% | -61.4% | +9.1% | -46.3% |
| 1Y | -54.5% | -61.6% | +7.1% | -48.8% |
| 3Y | -58.6% | -51.4% | -7.2% | -55.3% |
| 5Y | -61.5% | -51.0% | -10.5% | -60.1% |
| All | +73.3% | -25.2% | +98.5% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling