+1,000.1%
FLEX vs CSGP
+45.2%
+954.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.3% |
| 7D | -0.9% | -4.1% | +3.2% | +0.4% |
| 30D | -10.1% | +2.3% | -12.5% | -11.6% |
| 3M | -31.3% | -8.2% | -23.2% | -31.1% |
| 6M | +71.3% | -35.1% | +106.3% | +94.4% |
| YTD | +81.2% | -54.0% | +135.3% | +134.4% |
| 1Y | +98.5% | -65.3% | +163.8% | +190.2% |
| 3Y | +428.2% | -62.6% | +490.8% | +623.0% |
| 5Y | +657.3% | -64.8% | +722.1% | +933.7% |
| All | +1,000.1% | +45.2% | +954.8% | +772.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling