-54.6%
CSGP vs FLUT
-62.4%
+7.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.1% | -4.1% |
| 7D | +1.3% | -1.1% | +2.3% | +1.6% |
| 30D | +10.7% | +7.7% | +3.0% | +7.9% |
| 3M | +3.3% | -12.2% | +15.4% | +7.2% |
| 6M | -10.3% | -17.6% | +7.2% | -5.6% |
| YTD | -54.6% | -62.0% | +7.4% | -44.7% |
| 1Y | -54.6% | -62.3% | +7.6% | -44.8% |
| All | -54.6% | -62.4% | +7.8% | -44.8% |
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