+67.3%
CSGP vs FLUT
-26.1%
+93.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | -1.8% | -6.5% | +4.6% | -0.8% |
| 30D | +5.3% | +2.8% | +2.5% | +4.9% |
| 3M | +3.3% | -13.5% | +16.8% | +5.5% |
| 6M | -4.7% | -19.0% | +14.3% | -1.9% |
| YTD | -53.5% | -61.9% | +8.3% | -47.6% |
| 1Y | -53.7% | -63.2% | +9.5% | -47.7% |
| 3Y | -59.7% | -46.0% | -13.7% | -57.0% |
| 5Y | -62.5% | -51.8% | -10.7% | -61.0% |
| 10Y | +67.3% | -26.1% | +93.3% | +84.0% |
| All | +67.3% | -26.1% | +93.3% | +84.0% |
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