-62.8%
CSGP vs FLUT
-44.8%
-18.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.0% |
| 7D | -4.1% | -1.6% | -2.4% | -3.8% |
| 30D | +2.3% | +7.7% | -5.4% | +0.6% |
| 3M | -8.2% | -0.7% | -7.5% | -8.3% |
| 6M | -35.1% | -11.2% | -23.9% | -34.1% |
| YTD | -54.0% | -53.4% | -0.6% | -48.9% |
| 1Y | -65.3% | -65.8% | +0.5% | -59.9% |
| All | -62.8% | -44.8% | -18.0% | -60.4% |
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