+55.6%
CSGP vs FLUT
-26.1%
+81.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | +0.1% |
| 7D | -6.1% | -1.2% | -4.9% | -5.9% |
| 30D | +0.3% | +5.0% | -4.7% | -0.4% |
| 3M | -1.3% | -16.4% | +15.1% | +1.3% |
| 6M | -8.9% | -14.6% | +5.7% | -6.9% |
| YTD | -55.2% | -61.9% | +6.6% | -49.5% |
| 1Y | -56.4% | -65.0% | +8.6% | -50.4% |
| 3Y | -62.2% | -44.8% | -17.4% | -59.8% |
| 5Y | -63.7% | -49.9% | -13.8% | -62.3% |
| All | +55.6% | -26.1% | +81.7% | +70.9% |
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