+1,795.2%
CSGP vs FLUT
+2,054.3%
-259.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.3% |
| 7D | -4.1% | -1.6% | -2.4% | -4.0% |
| 30D | +2.3% | +7.7% | -5.4% | +1.8% |
| 3M | -8.2% | -0.7% | -7.5% | -8.2% |
| 6M | -35.1% | -11.2% | -23.9% | -34.7% |
| YTD | -54.0% | -53.4% | -0.6% | -52.0% |
| 1Y | -65.3% | -65.8% | +0.5% | -63.2% |
| 3Y | -62.6% | -44.9% | -17.6% | -61.5% |
| 5Y | -64.8% | -49.7% | -15.1% | -64.3% |
| 10Y | +45.1% | -9.7% | +54.8% | +44.7% |
| All | +1,795.2% | +2,054.3% | -259.1% | +1,557.8% |
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