-61.5%
CSGP vs FLUT
-43.0%
-18.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.1% |
| 7D | -7.1% | +4.5% | -11.6% | -8.2% |
| 30D | +3.6% | +9.2% | -5.6% | +1.4% |
| 3M | -2.7% | -13.7% | +10.9% | +0.2% |
| 6M | -8.0% | -9.0% | +1.0% | -6.4% |
| YTD | -55.0% | -60.2% | +5.3% | -47.8% |
| 1Y | -55.8% | -63.1% | +7.4% | -48.3% |
| All | -61.5% | -43.0% | -18.4% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling