+614.8%
FLEX vs CSGP
+65.8%
+549.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -4.8% |
| 7D | +7.5% | +1.3% | +6.1% | +7.1% |
| 30D | -25.3% | +2.8% | -28.1% | -27.5% |
| 3M | -39.7% | -6.3% | -33.4% | -40.3% |
| 6M | -47.9% | -3.2% | -44.7% | -50.3% |
| YTD | +24.1% | -54.0% | +78.1% | +56.6% |
| 1Y | +26.0% | -54.8% | +80.8% | +59.8% |
| 3Y | +282.7% | -60.6% | +343.3% | +399.7% |
| 5Y | +424.2% | -62.6% | +486.9% | +580.5% |
| All | +614.8% | +65.8% | +549.0% | +421.7% |
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