+1,897.5%
CSGP vs FLUT
+1,660.0%
+237.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.4% | +4.2% |
| 7D | +18.3% | +4.2% | +14.1% | +18.0% |
| 30D | +17.8% | +8.0% | +9.8% | +17.2% |
| 3M | +9.3% | -22.1% | +31.3% | +11.1% |
| 6M | -7.9% | -21.7% | +13.8% | -6.4% |
| YTD | -51.5% | -62.0% | +10.4% | -48.6% |
| 1Y | -53.3% | -63.2% | +9.8% | -50.5% |
| 3Y | -57.9% | -52.1% | -5.8% | -56.2% |
| 5Y | -61.3% | -52.9% | -8.4% | -60.3% |
| 10Y | +77.5% | -26.2% | +103.8% | +79.7% |
| All | +1,897.5% | +1,660.0% | +237.5% | +1,673.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling