+640.4%
FLEX vs CSGP
+72.5%
+567.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.3% | +9.8% | +11.4% |
| 7D | -7.2% | -1.8% | -5.3% | -6.9% |
| 30D | -34.8% | +5.3% | -40.1% | -37.2% |
| 3M | -35.6% | +3.3% | -38.9% | -38.4% |
| 6M | -45.0% | -4.7% | -40.3% | -47.2% |
| YTD | +29.4% | -53.5% | +82.9% | +62.9% |
| 1Y | +24.8% | -53.7% | +78.5% | +56.8% |
| 3Y | +304.4% | -59.7% | +364.2% | +423.7% |
| 5Y | +484.1% | -62.5% | +546.5% | +658.2% |
| 10Y | +640.4% | +67.3% | +573.1% | +440.5% |
| All | +640.4% | +72.5% | +567.9% | +440.5% |
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