+536.1%
FLEX vs CSGP
+71.3%
+464.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.6% | -12.0% | -13.2% |
| 7D | -28.3% | +13.9% | -42.2% | -31.1% |
| 30D | -45.0% | +16.0% | -61.0% | -48.7% |
| 3M | -45.2% | +6.1% | -51.3% | -48.0% |
| 6M | -30.8% | -8.2% | -22.6% | -32.7% |
| YTD | +10.4% | -52.3% | +62.8% | +38.1% |
| 1Y | +2.3% | -54.5% | +56.8% | +30.3% |
| 3Y | +238.9% | -58.6% | +297.5% | +335.3% |
| 5Y | +386.0% | -61.5% | +447.5% | +526.9% |
| All | +536.1% | +71.3% | +464.8% | +359.5% |
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