+565.2%
FLEX vs CSGP
+63.3%
+501.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.7% | +9.2% | +5.8% |
| 7D | -19.3% | +1.3% | -20.6% | -19.9% |
| 30D | -41.5% | +10.7% | -52.2% | -44.8% |
| 3M | -43.1% | +3.3% | -46.4% | -45.7% |
| 6M | -48.2% | -10.3% | -37.9% | -49.4% |
| YTD | +15.5% | -54.6% | +70.0% | +46.1% |
| 1Y | +10.2% | -54.6% | +64.9% | +39.1% |
| 3Y | +256.8% | -60.3% | +317.1% | +362.7% |
| 5Y | +408.2% | -63.3% | +471.5% | +563.2% |
| All | +565.2% | +63.3% | +501.9% | +386.2% |
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