-54.5%
CSGP vs FLUT
-62.5%
+8.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -2.2% |
| 7D | +13.9% | +4.8% | +9.1% | +11.9% |
| 30D | +16.0% | +8.8% | +7.2% | +12.6% |
| 3M | +6.1% | -10.7% | +16.8% | +9.4% |
| 6M | -8.2% | -19.7% | +11.5% | -3.0% |
| YTD | -52.3% | -61.4% | +9.1% | -42.6% |
| 1Y | -54.5% | -61.6% | +7.1% | -45.1% |
| All | -54.5% | -62.5% | +8.0% | -45.1% |
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