+25.0%
FLEX vs CSGP
-53.2%
+78.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.0% | -16.3% | -10.2% |
| 7D | -17.0% | +18.3% | -35.3% | -8.7% |
| 30D | -33.8% | +17.8% | -51.6% | -26.6% |
| 3M | -39.0% | +9.3% | -48.3% | -34.0% |
| 6M | -15.9% | -7.9% | -8.0% | -10.4% |
| YTD | +27.8% | -51.5% | +79.4% | +33.6% |
| 1Y | +25.0% | -53.3% | +78.3% | +33.6% |
| All | +25.0% | -53.2% | +78.2% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling