-63.2%
CSGP vs FLUT
-50.5%
-12.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.1% | -4.3% |
| 7D | +1.3% | -1.1% | +2.3% | +1.5% |
| 30D | +10.7% | +7.7% | +3.0% | +9.0% |
| 3M | +3.3% | -12.2% | +15.4% | +6.1% |
| 6M | -10.3% | -17.6% | +7.2% | -6.8% |
| YTD | -54.6% | -62.0% | +7.4% | -45.5% |
| 1Y | -54.6% | -62.3% | +7.6% | -45.7% |
| 3Y | -60.3% | -52.0% | -8.4% | -56.0% |
| All | -63.2% | -50.5% | -12.7% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling